exchange.git - Gitblit

			@@ -1,8 +1,15 @@
			package com.xcong.excoin.modules.gateApi;

			import cn.hutool.core.collection.CollUtil;
			import cn.hutool.core.util.StrUtil;
			import com.xcong.excoin.utils.dingtalk.DingTalkUtils;
			import com.google.gson.ExclusionStrategy;
			import com.google.gson.FieldAttributes;
			import com.google.gson.Gson;
			import io.gate.gateapi.ApiClient;
			import io.gate.gateapi.ApiException;
			import io.gate.gateapi.GateApiException;
			import io.gate.gateapi.JSON;
			import io.gate.gateapi.api.AccountApi;
			import io.gate.gateapi.api.FuturesApi;
			import io.gate.gateapi.models.*;
			@@ -11,63 +18,73 @@
			import java.io.IOException;
			import java.math.BigDecimal;
			import java.math.RoundingMode;
			import java.util.ArrayList;
			import java.util.Collections;
			import java.util.List;
			import java.util.*;
			import java.util.concurrent.ConcurrentHashMap;
			import java.util.concurrent.atomic.AtomicBoolean;
			import java.util.concurrent.atomic.AtomicInteger;

			import com.xcong.excoin.modules.gateApi.wsHandler.handler.CandlestickChannelHandler;
			import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionClosesChannelHandler;
			import com.xcong.excoin.modules.gateApi.wsHandler.handler.PositionsChannelHandler;

			/**
			* Gate 网格交易服务 — 策略核心。
			* 网格交易策略引擎 — 多空对冲网格。
			*
			* <h3>策略</h3>
			* 多空双开基底 → 生成价格网格队列 → K线触达网格线 → 开仓+设止盈 → 队列动态转移。
			* 每根 K 线更新 {@code unrealizedPnl}（浮动盈亏），平仓后累加到 {@code cumulativePnl}（已实现盈亏）。
			* <h3>策略原理</h3>
			* 以空仓基底入场价（shortBaseEntryPrice）为价格基准，向上/向下各生成一个价格网格队列。
			* 价格触发网格层级时挂条件单，成交后自动挂止盈单。每笔止盈盈利 = step - minTick。
			*
			* <h3>未实现盈亏公式（正向合约）</h3>
			* <h3>完整生命周期</h3>
			* <pre>
			* 多仓: 持仓量 × 合约乘数 × (计价价格 − 开仓均价)
			* 空仓: 持仓量 × 合约乘数 × (开仓均价 − 计价价格)
			* </pre>
			* 计价价格支持切换：{@link GateConfig.PnLPriceMode#LAST_PRICE 最新成交价} 或
			* {@link GateConfig.PnLPriceMode#MARK_PRICE 标记价格}（通过 {@link #setMarkPrice(BigDecimal)} 注入）。
			* 入场价和持仓量由 {@link #onPositionUpdate(String, Position.ModeEnum, BigDecimal, BigDecimal)} 实时更新。
			*
			* <h3>状态机</h3>
			* <pre>
			* WAITING_KLINE → (首K线) → 异步双开基底
			*
			* 仓位推送(dual_long/dual_short) → 基底成交 → 记录入场价 → 双基底都成交 → 生成队列 → ACTIVE
			*
			* ACTIVE:
			* ├─ 每根K线 → 更新 unrealizedPnl + processShortGrid + processLongGrid
			* │ ├─ 当前价 < 空仓队列元素 → 匹配 → 开空 + 以多仓队列首元素为种子生成新元素加入多仓队列
			* │ └─ 当前价 > 多仓队列元素 → 匹配 → 开多 + 以空仓队列首元素为种子生成新元素加入空仓队列
			* ├─ 仓位推送(非基底) → 设止盈条件单 entry × (1±gridRate)，使用 plan-close-*-position
			* ├─ 保证金≥初始本金 marginRatioLimit → 跳过开仓，队列照常更新
			* ├─ 额外反向开仓：触发价夹在多/空持仓均价之间且多持仓均价>空持仓均价时，额外反向开仓一次
			* └─ cumulativePnl ≥ overallTp 或 ≤ -maxLoss → STOPPED
			* init() → startGrid() → WAITING_KLINE
			* ↓
			* onKline(首根K线) → OPENING → 异步市价双开基底（开多+开空）
			* ↓
			* onPositionUpdate() → 基底成交 → baseLongOpened && baseShortOpened
			* ↓
			* tryGenerateQueues()
			* ├── generateShortQueue() ← 空仓价格队列（降序，基价×(1−gridRate) 等比向下）
			* ├── generateLongQueue() ← 多仓价格队列（升序，基价×(1+gridRate) 等比向上）
			* ├── updateGridElements() ← 构建 GridElement 列表 + TraderParam + 全局索引
			* ├── 挂基座止盈单（ID=0 的 long/short takeProfit）
			* └── 挂初始条件单（up=-1 多单, down=1 空单）
			* ↓
			* state = ACTIVE（每根K线反复执行以下循环）
			* ↓
			* onKline() → processLongGrid() + processShortGrid()
			* ├── 匹配队列元素 → 队列补偿 → 保证金检查
			* ├── 首元素方向：挂条件开仓单 → 订单ID + GridElement状态同步
			* └── 反向守卫：在 downGrid 位置挂对向单（价格区间+trigger方向校验）
			* ↓
			* onOrderUpdate() ← futures.orders / futures.autoorders 推送
			* ├── 匹配止盈单ID → 清空止盈状态（已成交）
			* └── 匹配挂单ID → 挂止盈条件单 → 止盈ID + GridElement状态同步
			* ↓
			* onPositionClose() → cumulativePnl 累加
			* ├── ≥ overallTp → STOPPED
			* └── ≤ -maxLoss → STOPPED
			* </pre>
			*
			* <h3>队列转移规则</h3>
			* 触发后不再简单复制 matched 元素到对方队列，而是以对方队列首元素为种子，生成新元素：
			* <ul>
			* <li>空仓队列触发 → 多仓队列新增：以多仓队列首元素（最小价）为基准，生成递减元素</li>
			* <li>多仓队列触发 → 空仓队列新增：以空仓队列首元素（最高价）为基准，生成递增元素</li>
			* </ul>
			* <h3>仓位线动态调整</h3>
			* <pre>
			* onPositionUpdate() 中仓位均价变化后：
			* longEntryPrice ↑ → 取消高于 longEntryPrice 的空仓挂单（避免逆势空单）
			* shortEntryPrice ↓ → 取消低于 shortEntryPrice 的多仓挂单（避免逆势多单）
			* </pre>
			*
			* <h3>贴近持仓均价过滤</h3>
			* 转移生成新元素时，若新元素与对应方向持仓均价的差距小于 gridRate，则跳过该元素，
			* 避免在持仓成本附近生成无效网格线。
			* <h3>关键公式</h3>
			* <pre>
			* step = shortBaseEntryPrice × gridRate ← 首档间距（0档与±1档的距离度量）
			* minTick = 10^(-priceScale) ← 交易所最小价格单位
			* 等比网格: 下一档 = 本档 × (1 ± gridRate) ← 向下×(1−r)，向上×(1+r)
			* 止盈价 = 本档价 × (1 ± gridRate)（与相邻网格价联动） ← 多仓向上，空仓向下
			* 单笔盈利 ≈ 档价 × gridRate × contractMultiplier × quantity（随网格位置浮动）
			* </pre>
			*
			* <h3>额外反向开仓条件</h3>
			* 当触发价在空仓均价和回撤后的多仓均价之间（即多>空且价格夹在中间），额外反向开仓一次：
			* <ul>
			* <li>空仓队列触发 → 额外开多：需满足 shortEntryPrice < currentPrice < longEntryPrice × (1 − gridRate)</li>
			* <li>多仓队列触发 → 额外开空：需满足 shortEntryPrice × (1 + gridRate) < currentPrice < longEntryPrice</li>
			* </ul>
			*
			* <h3>止盈条件单</h3>
			* 使用 Gate API 的 plan-close-long-position / plan-close-short-position（仓位计划止盈止损），
			* 支持指定张数部分平仓。每次网格触发开仓 quantity 张，只为该批张数创建独立条件单，互不覆盖。
			* <h3>线程模型</h3>
			* 所有 WS 回调（onKline/onPositionUpdate/onOrderUpdate 等）在 WS 回调线程中串行执行。
			* 下单/撤单操作提交到 GateTradeExecutor 的单线程池异步执行，避免阻塞 WS 线程。
			* stopGrid() 会将 state 设为 STOPPED，后续所有 WS 回调直接返回不再处理。
			*
			* @author Administrator
			*/
			@@ -92,9 +109,16 @@
			private static final String ORDER_TYPE_CLOSE_SHORT = "plan-close-short-position";

			private final GateConfig config;
			private final StatsEventProducer statsProducer;
			private String apiKeyMd5;
			private final GateTradeExecutor executor;
			private final FuturesApi futuresApi;
			private static final String SETTLE = "usdt";

			/** 手动市价平仓遭遇价格保护(MARKET_PRICE_TOO_DEVIATED)后的重试次数 */
			private static final int CLOSE_POSITION_RETRY_MAX_ATTEMPTS = 3;
			/** 手动市价平仓遭遇价格保护后的重试间隔（毫秒） */
			private static final long CLOSE_POSITION_RETRY_DELAY_MS = 800L;

			private volatile StrategyState state = StrategyState.WAITING_KLINE;

			@@ -102,10 +126,17 @@
			private final List<BigDecimal> shortPriceQueue = Collections.synchronizedList(new ArrayList<>());
			/** 多仓价格队列，升序排列（小→大），容量 gridQueueSize */
			private final List<BigDecimal> longPriceQueue = Collections.synchronizedList(new ArrayList<>());
			private final List<BigDecimal> totalLongPriceQueue = Collections.synchronizedList(new ArrayList<>());
			private final List<BigDecimal> totalShortPriceQueue = Collections.synchronizedList(new ArrayList<>());

			/** 当前多仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
			private final Map<String, BigDecimal> currentLongOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());
			/** 当前空仓条件单映射：订单ID → 止盈价格，订单成交后通过订单订阅推送匹配止盈 */
			private final Map<String, BigDecimal> currentShortOrderIds = Collections.synchronizedMap(new LinkedHashMap<>());

			/** 基底空头入场价 */
			private BigDecimal shortBaseEntryPrice;
			/** 基底多头入场价 */
			/** 基底多头入场价（仅记录，当前未被业务逻辑消费，保留以备后续使用） */
			private BigDecimal longBaseEntryPrice;
			/** 基底多头是否已开 */
			private volatile boolean baseLongOpened = false;
			@@ -117,6 +148,25 @@
			/** 多头是否活跃（有仓位） */
			private volatile boolean longActive = false;

			/** 当前已完成轮数，每次盈利重启时+1 */
			private volatile int currentRound = 0;

			/** 多头累计止损次数（始终递增，加仓订单成交后归零） */
			private volatile int accumulatedLongLossCount = 0;
			/** 空头累计止损次数（始终递增，加仓订单成交后归零） */
			private volatile int accumulatedShortLossCount = 0;
			/** 最近触发止损的多头网格ID */
			private volatile int lastLongStopLossGridId = Integer.MAX_VALUE;
			/** 最近触发止损的空头网格ID */
			private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
			/** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
			private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);

			/** 止盈触发对向加仓：多仓止盈→空仓开仓单ID → 网格ID（成交后在该网格+1挂空仓止损） */
			private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
			/** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
			private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();

			private volatile BigDecimal lastKlinePrice;
			private volatile BigDecimal markPrice = BigDecimal.ZERO;
			private volatile BigDecimal cumulativePnl = BigDecimal.ZERO;
			@@ -127,18 +177,78 @@
			private volatile BigDecimal shortPositionSize = BigDecimal.ZERO;
			private Long userId;
			private volatile BigDecimal initialPrincipal = BigDecimal.ZERO;
			/** 上次 PNL 快照时间（毫秒），用于控制 PNL_SNAPSHOT 埋点频率 */
			private volatile long lastPnlSnapshotTime = 0;
			private volatile GateKlineWebSocketClient wsClient;

			public GateGridTradeService(GateConfig config) {
			public GateGridTradeService(GateConfig config, StatsEventProducer statsProducer) {
			this.config = config;
			this.statsProducer = statsProducer;
			ApiClient apiClient = new ApiClient();
			apiClient.setBasePath(config.getRestBasePath());
			apiClient.setApiKeySecret(config.getApiKey(), config.getApiSecret());
			// 修复 gate-api SDK finishAs 枚举不完整导致的反序列化失败（见 buildLenientJson）
			apiClient.setJSON(buildLenientJson());
			this.futuresApi = new FuturesApi(apiClient);
			this.executor = new GateTradeExecutor(apiClient, config.getContract());
			}

			/**
			* 构建容错的 JSON 序列化器，跳过部分枚举不完整字段的反序列化。
			*
			* <p>gate-api SDK 的枚举定义滞后于交易所实际返回值，反序列化未知枚举值时
			* {@code fromValue} 会抛 {@link IllegalArgumentException}，导致接口被误判为失败。
			* 已确认业务不使用以下字段，因此通过 Gson 排除策略直接跳过其解析：
			* <ul>
			* <li>{@code finishAs}：{@code FuturesOrder.FinishAsEnum} 缺少
			* {@code price_rate_protected}（价格保护）等值（如日志
			* {@code Unexpected value 'price_rate_proteced'}）；</li>
			* <li>{@code posMarginMode}：{@code FuturesPriceTriggeredOrder.PosMarginModeEnum}
			* 只定义 {@code cross}/{@code dual}，而 {@code cancelPriceTriggeredOrderList}
			* 会返回组合值 {@code cross\|dual}（如日志 {@code Unexpected value 'cross\|dual'}）。</li>
			* </ul>
			*/
			private static JSON buildLenientJson() {
			JSON json = new JSON();
			Gson gson = json.getGson().newBuilder()
			.setExclusionStrategies(new ExclusionStrategy() {
			@Override
			public boolean shouldSkipField(FieldAttributes f) {
			if ("finishAs".equals(f.getName())) {
			return true;
			}
			// 仅跳过 FuturesPriceTriggeredOrder 的 posMarginMode，避免误伤
			// FuturesOrder / Position 的同名字段（二者语义为 isolated/cross）
			return "posMarginMode".equals(f.getName())
			&& FuturesPriceTriggeredOrder.class.equals(f.getDeclaringClass());
			}

			@Override
			public boolean shouldSkipClass(Class<?> clazz) {
			return false;
			}
			})
			.create();
			json.setGson(gson);
			return json;
			}

			// ---- 初始化 ----

			/**
			* 初始化策略环境。
			*
			* <h3>执行顺序</h3>
			* <ol>
			* <li>获取用户 ID（用于私有频道订阅 payload）</li>
			* <li>获取账户信息 → 记录初始本金</li>
			* <li>如需要，切换为双向持仓模式</li>
			* <li>如需要，调整持仓模式（single/dual）</li>
			* <li>清除旧的止盈止损条件单</li>
			* <li>平掉所有已有仓位</li>
			* <li>设置杠杆倍数</li>
			* </ol>
			*/
			public void init() {
			try {
			ApiClient detailClient = new ApiClient();
			@@ -194,6 +304,19 @@
			}
			}

			/**
			* 平掉当前合约的所有已有仓位。
			*
			* <h3>平仓策略</h3>
			* <ul>
			* <li>单向持仓：size=相反数，reduceOnly=true，市价 IOC 平仓</li>
			* <li>双向持仓：size=0，close=false，autoSize=LONG/SHORT，reduceOnly=true，市价 IOC 全平</li>
			* </ul>
			*
			* <h3>注意事项</h3>
			* 双向持仓模式下必须使用 autoSize 参数，不能直接传负数 size，
			* 否则 Gate API 会拒绝（双向模式下空头 size 为负是正常的持仓方向）。
			*/
			private void closeExistingPositions() {
			try {
			List<Position> positions = futuresApi.listPositions(SETTLE).execute();
			@@ -232,8 +355,50 @@
			}
			}

			// ---- 埋点 ----

			private String apiKeyMd5() {
			if (apiKeyMd5 == null) {
			try {
			java.security.MessageDigest md = java.security.MessageDigest.getInstance("MD5");
			byte[] digest = md.digest(config.getApiKey().getBytes(java.nio.charset.StandardCharsets.UTF_8));
			StringBuilder sb = new StringBuilder();
			for (byte b : digest) sb.append(String.format("%02x", b));
			apiKeyMd5 = sb.toString();
			} catch (Exception e) {
			apiKeyMd5 = Integer.toHexString(config.getApiKey().hashCode());
			}
			}
			return apiKeyMd5;
			}

			private void emitStats(String type, Object payload) {
			if (statsProducer == null) return;
			try {
			statsProducer.sendStats(statsProducer.newStats(type, apiKeyMd5(), payload));
			} catch (Exception e) {
			log.warn("[Gate] 埋点发送失败, type={}", type, e);
			}
			}

			/**
			* Java 8 兼容的 Map 构造工具（Map.of 为 Java 9 API，此处手动实现）。
			* 接受偶数个参数：key1, value1, key2, value2, ...
			*/
			private static Map<String, Object> mapOf(Object... kv) {
			Map<String, Object> m = new LinkedHashMap<>();
			for (int i = 0; i < kv.length; i += 2) {
			m.put((String) kv[i], kv[i + 1]);
			}
			return m;
			}

			// ---- 启动/停止 ----

			/**
			* 启动网格策略。重置所有状态变量和队列，进入 WAITING_KLINE 等待首根 K 线。
			* 仅当当前状态为 WAITING_KLINE 或 STOPPED 时才允许启动。
			*/
			public void startGrid() {
			if (state != StrategyState.WAITING_KLINE && state != StrategyState.STOPPED) {
			log.warn("[Gate] 策略已在运行中, state:{}", state);
			@@ -249,50 +414,247 @@
			shortPositionSize = BigDecimal.ZERO;
			baseLongOpened = false;
			baseShortOpened = false;
			config.setBaseLongTraderParam(null);
			config.setBaseShortTraderParam(null);
			longActive = false;
			shortActive = false;
			accumulatedLongLossCount = 0;
			accumulatedShortLossCount = 0;
			lastLongStopLossGridId = Integer.MAX_VALUE;
			lastShortStopLossGridId = Integer.MAX_VALUE;
			dualStopLossModeActive.set(false);
			shortPriceQueue.clear();
			longPriceQueue.clear();
			log.info("[Gate] 网格策略已启动");
			totalShortPriceQueue.clear();
			totalLongPriceQueue.clear();
			currentLongOrderIds.clear();
			currentShortOrderIds.clear();
			// 每次重启重新获取当前本金
			refreshInitialPrincipal();
			currentRound = 0;

			log.info("[Gate] 网格策略已启动, 当前本金: {} USDT", initialPrincipal);

			// 埋点: STRATEGY_START — 附全量配置快照
			GateConfigDTO snapshot = GateConfigDTO.from(config);
			Map<String, Object> params = snapshot.toParamsMap();
			params.put("principal", initialPrincipal.toPlainString());
			params.put("contract", config.getContract());
			emitStats("STRATEGY_START", params);
			}

			/**
			* 重新获取当前账户权益作为初始本金。
			*/
			private void refreshInitialPrincipal() {
			try {
			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			this.initialPrincipal = new BigDecimal(account.getTotal());
			} catch (Exception e) {
			log.warn("[Gate] 获取初始化本金失败，使用旧值: {}", initialPrincipal);
			}
			}

			/**
			* 停止网格策略。取消所有条件单 → 关闭交易线程池。
			* 状态设为 STOPPED，K 线回调将直接返回不再处理。
			*/
			public void stopGrid() {
			state = StrategyState.STOPPED;

			// 埋点: STRATEGY_STOP
			emitStats("STRATEGY_STOP", mapOf(
			"reason", "manual",
			"rounds", currentRound,
			"pnl", cumulativePnl.toPlainString()
			));

			executor.cancelAllPriceTriggeredOrders();
			closeExistingPositions();
			executor.shutdown();
			log.info("[Gate] 策略已停止, 累计盈亏: {}", cumulativePnl);
			}

			// ---- K线回调 ----

			/**
			* K 线回调入口。由 {@link CandlestickChannelHandler} 在收到 WebSocket K 线推送时调用。
			*
			* <h3>处理流程</h3>
			* <ol>
			* <li>更新 lastKlinePrice → 计算 unrealizedPnl（浮动盈亏）</li>
			* <li>STOPPED → 直接返回（仅保留盈亏更新）</li>
			* <li>WAITING_KLINE → 切换为 OPENING → 异步提交基底双开（开多+开空）</li>
			* <li>OPENING → 等待仓位推送回调生成队列，此处返回</li>
			* <li>ACTIVE → 执行 processShortGrid + processLongGrid</li>
			* </ol>
			*
			* <h3>注意</h3>
			* 基底双开下单提交到 GateTradeExecutor 的独立线程池中异步执行，
			* 成交状态由 onPositionUpdate 回调驱动，不阻塞 WS 回调线程。
			*
			* @param closePrice K 线收盘价（即当前最新成交价）
			*/
			public void onKline(BigDecimal closePrice) {

			// log.info("当前价：{}", closePrice);

			lastKlinePrice = closePrice;
			updateUnrealizedPnl();
			if (state == StrategyState.STOPPED) {
			return;
			}

			//初始化0位置的开仓，并且用空的开仓价格，作为价格基准来划分网格
			if (state == StrategyState.WAITING_KLINE) {
			if (wsClient == null \|\| !wsClient.areAllSubscribed()) {
			return;
			}

			state = StrategyState.OPENING;
			log.info("[Gate] 首根K线到达，开基底仓位...");
			executor.openLong(config.getQuantity(), () -> {
			log.info("[Gate] 基底多单已提交");

			String size = config.getBaseQuantity();
			log.info("[Gate] 首根K线到达，开基底仓位多空各{}张...", size);
			executor.openLong(size, (orderId) -> {
			TraderParam baseLongTp = TraderParam.builder()
			.entryOrderId(orderId)
			.build();
			config.setBaseLongTraderParam(baseLongTp);
			tryGenerateQueues();
			}, null);
			executor.openShort(negate(config.getQuantity()), () -> {
			log.info("[Gate] 基底空单已提交");
			executor.openShort(negate(size), (orderId) -> {
			TraderParam baseShortTp = TraderParam.builder()
			.entryOrderId(orderId)
			.build();
			config.setBaseShortTraderParam(baseShortTp);
			tryGenerateQueues();
			}, null);
			return;
			}

			if (state != StrategyState.ACTIVE) {
			// 异步检查盈亏，避免 REST 调用阻塞 WS 心跳导致 Socket closed
			executor.submitTask(this::checkProfitAndReset);

			if (state == StrategyState.ACTIVE &&
			config.isPriceDriveEnabled() &&
			longActive == false &&
			longPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processLongGrid(closePrice);
			}


			if (state == StrategyState.ACTIVE &&
			config.isPriceDriveEnabled() &&
			shortActive == false &&
			shortPositionSize.compareTo(BigDecimal.ZERO) == 0){
			processShortGrid(closePrice);
			}
			}

			/** Gate 永续合约 taker 费率 0.05% */
			private static final BigDecimal TAKER_FEE_RATE = new BigDecimal("0.001");
			private void checkProfitAndReset() {
			if (state == StrategyState.STOPPED \|\| state == StrategyState.WAITING_KLINE) {
			return;
			}
			processShortGrid(closePrice);
			processLongGrid(closePrice);
			try {

			BigDecimal target = initialPrincipal.add(config.getExpectedProfit());

			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			// 预估平仓手续费 = 持仓量 × 合约乘数 × 入场价 × taker费率
			BigDecimal multiplier = config.getContractMultiplier();
			BigDecimal longCloseFee = BigDecimal.ZERO;
			if (longPositionSize.compareTo(BigDecimal.ZERO) > 0 && longEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			longCloseFee = longPositionSize.multiply(multiplier).multiply(longEntryPrice).multiply(TAKER_FEE_RATE);
			}
			BigDecimal shortCloseFee = BigDecimal.ZERO;
			if (shortPositionSize.compareTo(BigDecimal.ZERO) > 0 && shortEntryPrice.compareTo(BigDecimal.ZERO) > 0) {
			shortCloseFee = shortPositionSize.multiply(multiplier).multiply(shortEntryPrice).multiply(TAKER_FEE_RATE);
			}
			BigDecimal estimatedCloseFee = longCloseFee.add(shortCloseFee);

			BigDecimal totalEquity = new BigDecimal(account.getTotal())
			.add(new BigDecimal(account.getUnrealisedPnl()))
			.subtract(estimatedCloseFee);

			// 埋点: PNL_SNAPSHOT — 每60秒发射一次
			long now = System.currentTimeMillis();
			if (now - lastPnlSnapshotTime >= 60_000) {
			lastPnlSnapshotTime = now;
			BigDecimal total = new BigDecimal(account.getTotal());
			emitStats("PNL_SNAPSHOT", mapOf(
			"cumulativePnl", cumulativePnl.toPlainString(),
			"unrealizedPnl", new BigDecimal(account.getUnrealisedPnl()).toPlainString(),
			"totalEquity", total.toPlainString(),
			"markPrice", markPrice.toPlainString()
			));
			}

			if (totalEquity.compareTo(target) > 0) {
			currentRound++;

			// 埋点: ROUND_COMPLETE
			emitStats("ROUND_COMPLETE", mapOf(
			"roundNum", currentRound,
			"totalEquity", totalEquity.toPlainString()
			));

			int maxRounds = config.getRounds();
			log.info("[Gate] 盈亏达标(净权益{}→含手续费-{}=实际{}>目标{})，第{}轮完成",
			new BigDecimal(account.getTotal()).add(new BigDecimal(account.getUnrealisedPnl())),
			estimatedCloseFee, totalEquity, target, currentRound);

			if (maxRounds > 0 && currentRound >= maxRounds) {
			log.info("[Gate] 已达到运行轮数上限({})，策略停止", maxRounds);
			stopGrid();
			return;
			}

			log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
			state = StrategyState.STOPPED;
			// 关键修复：取消+平仓+延时+重启必须整体放进 executor 队列末尾，让上一轮排队的
			// 挂单任务先执行完（挂到交易所），随后的 cancel 才能取消到它们。若 cancel 仍留在
			// WS 线程同步执行，会早于上一轮挂单任务，取消不到"尚未挂出"的单（竞态）。
			executor.submitTask(() -> {
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			closeExistingPositions();
			try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
			// 注意：startGrid() 会将 currentRound 归零，这里需要保留
			int savedRound = currentRound;
			startGrid();
			currentRound = savedRound;
			});
			}
			} catch (Exception e) {
			log.warn("[Gate] 盈亏检查失败", e);
			}
			}

			// ---- 仓位推送回调 ----

			/**
			* 仓位推送回调。由 {@link PositionsChannelHandler} 在收到 WebSocket 仓位更新时调用。
			*
			* <h3>处理逻辑</h3>
			* <ul>
			* <li><b>有仓位 (size ≠ 0)</b>：
			* <ul>
			* <li>首次开仓（基底）：标记 baseOpened=true，记录基底入场价，双基底都成交后生成网格队列</li>
			* <li>仓位净减少（size.abs() < 之前记录值）：止盈平仓后 → 检查反向条件单条件 →
			* 满足时以 entryPrice ± step 为止盈价挂反向市价单（订单ID + 止盈价存入 Map）</li>
			* </ul>
			* </li>
			* <li><b>无仓位 (size = 0)</b>：清空活跃标记和持仓量</li>
			* <li><b>Map 截断</b>：currentLongOrderIds / currentShortOrderIds 超过 5 个时，
			* 从 LinkedHashMap 头部删除最旧条目，保留最新 5 个</li>
			* </ul>
			*
			* @param contract 合约名称
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @param size 持仓张数（多头为正、空头为负）
			* @param entryPrice 当前持仓加权均价（交易所计算）
			*/
			public void onPositionUpdate(String contract, Position.ModeEnum mode, BigDecimal size,
			BigDecimal entryPrice) {
			if (state == StrategyState.STOPPED \|\| state == StrategyState.WAITING_KLINE) {
			@@ -300,290 +662,1940 @@
			}

			boolean hasPosition = size.abs().compareTo(BigDecimal.ZERO) > 0;

			if (Position.ModeEnum.DUAL_LONG == mode) {
			if (hasPosition) {
			if (state == StrategyState.OPENING){
			if (Position.ModeEnum.DUAL_LONG == mode && hasPosition && !baseLongOpened) {
			longActive = true;
			longEntryPrice = entryPrice;
			longPositionSize = size;
			if (!baseLongOpened) {
			longBaseEntryPrice = entryPrice;
			baseLongOpened = true;
			log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
			tryGenerateQueues();
			} else {
			BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.add(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
			executor.placeTakeProfit(tpPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, ORDER_TYPE_CLOSE_LONG, negate(config.getQuantity()));
			log.info("[Gate] 多单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, negate(config.getQuantity()));
			}
			} else {
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			}
			} else if (Position.ModeEnum.DUAL_SHORT == mode) {
			if (hasPosition) {
			longEntryPrice = entryPrice;
			longBaseEntryPrice = entryPrice;
			baseLongOpened = true;
			log.info("[Gate] 基底多成交价: {}", longBaseEntryPrice);
			tryGenerateQueues();
			} else if (Position.ModeEnum.DUAL_SHORT == mode && hasPosition && !baseShortOpened) {
			shortActive = true;
			shortEntryPrice = entryPrice;
			shortPositionSize = size.abs();
			if (!baseShortOpened) {
			shortBaseEntryPrice = entryPrice;
			baseShortOpened = true;
			log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
			tryGenerateQueues();
			} else {
			BigDecimal tpPrice = entryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate())).setScale(1, RoundingMode.HALF_UP);
			executor.placeTakeProfit(tpPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, ORDER_TYPE_CLOSE_SHORT, config.getQuantity());
			log.info("[Gate] 空单止盈已设, entry:{}, tp:{}, size:{}", entryPrice, tpPrice, config.getQuantity());
			}
			} else {
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			shortEntryPrice = entryPrice;
			shortBaseEntryPrice = entryPrice;
			baseShortOpened = true;
			log.info("[Gate] 基底空成交价: {}", shortBaseEntryPrice);
			tryGenerateQueues();
			}
			}

			if (state == StrategyState.ACTIVE){
			if (Position.ModeEnum.DUAL_LONG == mode) {
			if (hasPosition) {
			longActive = true;
			longPositionSize = size;
			longEntryPrice = entryPrice;
			} else {

			log.info("[Gate-0]多仓: {}", shortBaseEntryPrice);
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			longEntryPrice = BigDecimal.ZERO;
			}
			} else if (Position.ModeEnum.DUAL_SHORT == mode) {
			if (hasPosition) {
			shortActive = true;
			shortPositionSize = size.abs();
			shortEntryPrice = entryPrice;
			} else {

			log.info("[Gate-0]空仓: {}", shortBaseEntryPrice);
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			shortEntryPrice = BigDecimal.ZERO;
			}
			}
			}

			if (state == StrategyState.ACTIVE && shortActive == false && longActive == false) {
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException e) {
			e.printStackTrace();
			}
			closeExistingPositions();

			state = StrategyState.STOPPED;
			// 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
			executor.submitTask(() -> {
			try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
			int savedRound = currentRound;
			startGrid();
			currentRound = savedRound;
			});
			log.info("[Gate] 重置策略");
			return;
			}
			}

			// ---- 平仓推送回调 ----

			/**
			* 平仓推送回调。由 {@link PositionClosesChannelHandler} 在收到平仓推送时调用。
			*
			* <h3>累加规则</h3>
			* cumulativePnl += pnl。止盈平仓时 pnl > 0，止损平仓时 pnl < 0。
			* 累加后检查停止条件：≥ overallTp 或 ≤ -maxLoss。
			*
			* @param contract 合约名称
			* @param side 平仓方向（"long" / "short"）
			* @param pnl 本次平仓的盈亏金额
			*/
			public void onPositionClose(String contract, String side, BigDecimal pnl) {
			if (state == StrategyState.STOPPED) {
			return;
			}
			cumulativePnl = cumulativePnl.add(pnl);
			log.info("[Gate] 盈亏累加:{}, 方向:{}, 累计:{}", pnl, side, cumulativePnl);
			updateUnrealizedPnl();
			BigDecimal totalPnl = cumulativePnl.add(unrealizedPnl);
			log.info("[Gate] 已实现:{}, 未实现:{}, 合计:{}",
			cumulativePnl, unrealizedPnl, totalPnl);
			if(totalPnl.compareTo(config.getMaxLoss().negate()) <= 0) {
			String logMessage = StrUtil.format("[Gate] 已达亏损风险值(合计{}), 已实现:{}, 未实现:{}",
			totalPnl, cumulativePnl, unrealizedPnl);
			log.info(logMessage);

			if (cumulativePnl.compareTo(config.getOverallTp()) >= 0) {
			log.info("[Gate] 已达止盈目标 {}→已停止", cumulativePnl);
			state = StrategyState.STOPPED;
			} else if (cumulativePnl.compareTo(config.getMaxLoss().negate()) <= 0) {
			log.info("[Gate] 已达亏损上限 {}→已停止", cumulativePnl);
			state = StrategyState.STOPPED;
			DingTalkUtils.getDefault().sendActionCard("风险提醒", logMessage, config.getApiKey(), "");
			}
			}


			/**
			* 自动订单（条件单）状态变更回调。
			* 由 {@link com.xcong.excoin.modules.gateApi.wsHandler.handler.AutoOrdersChannelHandler}
			* 在收到 {@code futures.autoorders} 推送时调用。
			*
			* @param orderId 条件单 ID
			* @param status 订单状态（open / finished / cancelled）
			* @param reason 变更原因
			* @param orderType 订单类型（plan-close-long-position 等）
			*/
			public void onAutoOrder(String orderId, String status, String reason, String orderType, String tradeId) {
			if (state == StrategyState.STOPPED) {
			return;
			}
			log.info("[Gate] 条件单状态变更, id:{}, status:{}, reason:{}, order_type:{}",
			orderId, status, reason, orderType);
			if (!"finished".equals(status)) {
			return;
			}

			GridElement longStopLossElem = GridElement.findByLongStopLossOrderId(orderId);
			if (longStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleLongStopLossTriggered(longStopLossElem, orderId);
			return;
			}
			GridElement shortStopLossElem = GridElement.findByShortStopLossOrderId(orderId);
			if (shortStopLossElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleShortStopLossTriggered(shortStopLossElem, orderId);
			return;
			}

			// 止盈单成交 → 清理止盈状态，并按配置触发对向加仓
			GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
			if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleLongTakeProfitTriggered(longTpElem, orderId);
			return;
			}
			GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
			if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
			handleShortTakeProfitTriggered(shortTpElem, orderId);
			return;
			}

			GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
			if (shortGridElement != null) {
			if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
			// 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
			Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
			if (tpOppositeGridId != null) {
			handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
			return;
			}
			int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
			shortEntryTraderIdParam(shortGridElement, orderId, false);

			// 埋点: ENTRY_FILLED — 空仓加仓成交
			emitStats("ENTRY_FILLED", mapOf(
			"direction", "short",
			"gridId", shortGridElement.getId(),
			"filledQty", filledQty
			));

			// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
			// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
			if (shortGridElement.isExtendStopLossInProgress()) {
			shortGridElement.setPendingStopLossReExtend(true);
			log.info("[Gate] 空单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
			shortGridElement.getId(), orderId);
			return;
			}
			shortGridElement.setExtendStopLossInProgress(true);

			lastShortStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllShortTakeProfitsAndStopLosses();
			// REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
			// 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
			int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty);
			extendShortStopLoss(posSize, shortGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, false);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
			}
			// [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
			placeBaseTakeProfit(posSize, false, shortGridElement.getId());
			log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);



			}
			}
			GridElement longGridElement = GridElement.findByLongOrderId(orderId);
			if (longGridElement != null) {
			if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){

			// 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
			Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
			if (tpOppositeGridId != null) {
			handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
			return;
			}
			int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
			longEntryTraderIdParam(longGridElement, orderId, false);

			// 埋点: ENTRY_FILLED — 多仓加仓成交
			emitStats("ENTRY_FILLED", mapOf(
			"direction", "long",
			"gridId", longGridElement.getId(),
			"filledQty", filledQty
			));

			// 防重入：同一网格存在多个入场单且相近时间成交时，只处理第一次 extend，
			// 后续成交打标 pendingReExtend，延展完成后自动用最新仓位重挂一次。
			if (longGridElement.isExtendStopLossInProgress()) {
			longGridElement.setPendingStopLossReExtend(true);
			log.info("[Gate] 多单成交 gridId:{}, 止损追单已在进行中，标记待重挂, orderId:{}",
			longGridElement.getId(), orderId);
			return;
			}
			longGridElement.setExtendStopLossInProgress(true);

			lastLongStopLossGridId = Integer.MAX_VALUE;
			// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
			cancelAllLongTakeProfitsAndStopLosses();
			// REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
			// 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
			int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty);
			extendLongStopLoss(posSize, longGridElement.getId());
			// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, true);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, true, longGridElement.getId());
			}
			// [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
			placeBaseTakeProfit(posSize, true, longGridElement.getId());
			log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);

			}
			}
			}


			/**
			* 多仓止盈单成交：清理止盈状态，并按配置在对向（空仓）挂开仓单。
			*
			* @param tpElem 触发止盈的网格元素
			* @param orderId 止盈单 ID
			*/
			private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
			// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
			boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
			// 清理止盈单状态（移除已成交的这笔止盈单）
			longTakeProfitTraderIdParam(tpElem, orderId, false);
			log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
			GridElement.getLongTakeProfitCount());

			// 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
			cancelTpOppositeShortEntries();

			if (!config.isTpTriggerOppositeAddEnabled()) {
			return;
			}
			if (isLastTp) {
			log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
			return;
			}
			int qty = config.getTpTriggerOppositeAddQuantity();
			if (qty <= 0) {
			return;
			}
			// 多仓止盈在 gridId=N 成交，对向空仓开仓单挂在 gridId=N-1
			int targetGridId = tpElem.getId() - 1;
			GridElement target = GridElement.findById(targetGridId);
			if (target == null) {
			log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
			return;
			}
			placeOppositeAddShortEntry(target, tpElem, qty);
			}

			/**
			* 空仓止盈单成交：清理止盈状态，并按配置在对向（多仓）挂开仓单。
			*
			* @param tpElem 触发止盈的网格元素
			* @param orderId 止盈单 ID
			*/
			private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
			// 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
			boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
			// 清理止盈单状态（移除已成交的这笔止盈单）
			shortTakeProfitTraderIdParam(tpElem, orderId, false);
			log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
			GridElement.getShortTakeProfitCount());

			// 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
			cancelTpOppositeLongEntries();

			if (!config.isTpTriggerOppositeAddEnabled()) {
			return;
			}
			if (isLastTp) {
			log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
			return;
			}
			int qty = config.getTpTriggerOppositeAddQuantity();
			if (qty <= 0) {
			return;
			}
			// 空仓止盈在 gridId=N 成交，对向多仓开仓单挂在 gridId=N+1
			int targetGridId = tpElem.getId() + 1;
			GridElement target = GridElement.findById(targetGridId);
			if (target == null) {
			log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
			return;
			}
			placeOppositeAddLongEntry(target, tpElem, qty);
			}

			/**
			* 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
			*/
			private void cancelTpOppositeShortEntries() {
			if (tpOppositeShortOrderGridMap.isEmpty()) {
			return;
			}
			List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
			tpOppositeShortOrderGridMap.clear();
			for (String oid : orderIds) {
			GridElement elem = GridElement.findByShortOrderId(oid);
			if (elem != null) {
			elem.removeShortOrderId(oid);
			elem.setHasShortOrder(elem.hasShortOrderIds());
			}
			executor.cancelConditionalOrder(oid, o -> {});
			log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
			}
			GridElement.refreshIndices();
			}

			/**
			* 取消所有已挂未成交的对向多仓开仓单（止盈依次下移时，取消旧位置的开仓单）。
			*/
			private void cancelTpOppositeLongEntries() {
			if (tpOppositeLongOrderGridMap.isEmpty()) {
			return;
			}
			List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
			tpOppositeLongOrderGridMap.clear();
			for (String oid : orderIds) {
			GridElement elem = GridElement.findByLongOrderId(oid);
			if (elem != null) {
			elem.removeLongOrderId(oid);
			elem.setHasLongOrder(elem.hasLongOrderIds());
			}
			executor.cancelConditionalOrder(oid, o -> {});
			log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
			}
			GridElement.refreshIndices();
			}

			/**
			* 在目标网格挂空仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
			*/
			private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
			target.setHasShortOrder(true);
			executor.placeConditionalEntryOrder(
			target.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			negate(String.valueOf(qty)),
			orderId -> {
			tpOppositeShortOrderGridMap.put(orderId, target.getId());
			shortEntryTraderIdParam(target, orderId, true);
			log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
			tpElem.getId(), target.getId(), qty, orderId);
			},
			() -> {
			if (!target.hasShortOrderIds()) {
			target.setHasShortOrder(false);
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
			tpElem.getId(), target.getId());
			}
			);
			}

			/**
			* 在目标网格挂多仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
			*/
			private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
			target.setHasLongOrder(true);
			executor.placeConditionalEntryOrder(
			target.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			String.valueOf(qty),
			orderId -> {
			tpOppositeLongOrderGridMap.put(orderId, target.getId());
			longEntryTraderIdParam(target, orderId, true);
			log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
			tpElem.getId(), target.getId(), qty, orderId);
			},
			() -> {
			if (!target.hasLongOrderIds()) {
			target.setHasLongOrder(false);
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
			tpElem.getId(), target.getId());
			}
			);
			}

			/**
			* 对向加仓空仓开仓单成交：在网格+1 挂空仓止损。
			*
			* @param elem 开仓单成交的网格元素
			* @param oppositeGridId 记录的对向开仓网格ID
			*/
			private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
			int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
			int stopLossGridId = oppositeGridId + 1;
			GridElement slElem = GridElement.findById(stopLossGridId);
			if (slElem == null) {
			log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
			return;
			}
			executor.placeTakeProfit(
			slElem.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			String.valueOf(qty),
			profitId -> {
			slElem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
			oppositeGridId, stopLossGridId, qty, profitId);
			}
			);
			}

			/**
			* 对向加仓多仓开仓单成交：在网格-1 挂多仓止损。
			*
			* @param elem 开仓单成交的网格元素
			* @param oppositeGridId 记录的对向开仓网格ID
			*/
			private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
			int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
			int stopLossGridId = oppositeGridId - 1;
			GridElement slElem = GridElement.findById(stopLossGridId);
			if (slElem == null) {
			log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
			return;
			}
			executor.placeTakeProfit(
			slElem.getGridPrice(),
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(String.valueOf(qty)),
			profitId -> {
			slElem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
			oppositeGridId, stopLossGridId, qty, profitId);
			}
			);
			}


			/**
			* 查询交易所当前持仓张数（绝对值）。加仓/开仓后重挂止盈止损时调用，
			* 绕过本地 WS 推送缓存避免时序竞态，直接拿到交易所权威数据。
			*
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @return 持仓张数（绝对值），查询失败返回 0
			*/
			private int queryPositionSize(Position.ModeEnum mode) {
			Position p = queryPosition(mode);
			if (p != null) {
			return new BigDecimal(p.getSize()).abs().intValue();
			}
			return 0;
			}

			/**
			* 查询交易所当前持仓均价，绕过本地 WS 推送缓存避免时序竞态。
			*
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @return 持仓均价，无持仓或查询失败返回 BigDecimal.ZERO
			*/
			private BigDecimal queryEntryPrice(Position.ModeEnum mode) {
			Position p = queryPosition(mode);
			if (p != null && p.getEntryPrice() != null) {
			return new BigDecimal(p.getEntryPrice());
			}
			return BigDecimal.ZERO;
			}

			/**
			* 查询指定模式的持仓对象。
			*/
			private Position queryPosition(Position.ModeEnum mode) {
			try {
			List<Position> positions = futuresApi.listPositions(SETTLE).execute();
			if (positions != null) {
			for (Position p : positions) {
			if (mode == p.getMode() && config.getContract().equals(p.getContract())) {
			return p;
			}
			}
			}
			} catch (Exception e) {
			log.warn("[Gate] 查询{}持仓失败", mode, e);
			}
			return null;
			}

			// ---- 网格队列处理 ----

			private void tryGenerateQueues() {
			if (baseLongOpened && baseShortOpened) {
			/**
			* 尝试生成网格队列。双基底（多+空）都成交后才触发：
			* <ol>
			* <li>生成空仓价格队列（降序）和多仓价格队列（升序）</li>
			* <li>挂初始多仓条件单（触发价 = 多仓队列首元素，rule=NUMBER_1 ≥触发价时开多），
			* 止盈价 = 触发价 + step，通过 onSuccess 回调将 orderId → 止盈价存入 currentLongOrderIds</li>
			* <li>挂初始空仓条件单（触发价 = 空仓队列首元素，rule=NUMBER_2 ≤触发价时开空），
			* 止盈价 = 触发价 − step，通过 onSuccess 回调将 orderId → 止盈价存入 currentShortOrderIds</li>
			* <li>状态切换为 ACTIVE</li>
			* </ol>
			*/
			private synchronized void tryGenerateQueues() {
			// 幂等保护：生成队列后 state 切换为 ACTIVE，避免多线程重复执行
			if (state != StrategyState.OPENING) {
			return;
			}
			TraderParam baseLongTraderParam = config.getBaseLongTraderParam();
			TraderParam baseShortTraderParam = config.getBaseShortTraderParam();
			// 需同时满足：多空基底均已成交，且两个下单参数(orderId)均已通过下单成功回调拿到。
			// IOC 市价单成交后 WS 持仓推送可能先于 REST 下单响应返回，必须等参数就绪再生成队列。
			if (!(baseLongOpened && baseShortOpened)
			\|\| baseLongTraderParam == null \|\| baseShortTraderParam == null) {
			return;
			}
			{
			generateShortQueue();
			generateLongQueue();
			updateGridElements();

			// // 空仓止损对应的多仓止盈：多仓止盈挂在ID=3
			// int tpGridIdLong = 3;
			// GridElement tpElemLong = GridElement.findById(tpGridIdLong);
			// BigDecimal triggerPriceLong = tpElemLong.getGridPrice();
			// String sizeLong = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPriceLong,
			// FuturesPriceTrigger.RuleEnum.NUMBER_1,
			// ORDER_TYPE_CLOSE_LONG,
			// negate(sizeLong),
			// profitId -> {
			// tpElemLong.setLongTakeProfitOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 多仓止盈已挂(gridId:{}多止盈), 触发价:{}, takeProfitId:{}",
			// tpGridIdLong, triggerPriceLong, profitId);
			// }
			// );
			//
			//
			// // 多仓止损对应的空仓止盈：空仓止盈挂在ID=-3
			// int tpGridIdShort = -3;
			// GridElement tpElemShort = GridElement.findById(tpGridIdShort);
			// BigDecimal triggerPriceShort = tpElemShort.getGridPrice();
			// String sizeShort = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPriceShort,
			// FuturesPriceTrigger.RuleEnum.NUMBER_2,
			// ORDER_TYPE_CLOSE_SHORT,
			// sizeShort,
			// profitId -> {
			// tpElemShort.setShortTakeProfitOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 空仓止盈已挂(gridId:{}空止盈), 触发价:{}, takeProfitId:{}",
			// tpGridIdShort, triggerPriceShort, profitId);
			// }
			// );

			// int shortTime = 2;
			// GridElement elemShort = GridElement.findById(shortTime);
			// if (elemShort != null) {
			// BigDecimal triggerPrice = elemShort.getGridPrice();
			// String size = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPrice,
			// FuturesPriceTrigger.RuleEnum.NUMBER_1,
			// ORDER_TYPE_CLOSE_SHORT,
			// size,
			// profitId -> {
			// elemShort.addShortStopLossOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", shortTime, triggerPrice, profitId);
			// }
			// );
			// }
			//
			//
			// int longTime = -2;
			// GridElement elemLong = GridElement.findById(longTime);
			// if (elemLong != null) {
			// BigDecimal triggerPrice = elemLong.getGridPrice();
			// String size = config.getBaseQuantity();
			// executor.placeTakeProfit(
			// triggerPrice,
			// FuturesPriceTrigger.RuleEnum.NUMBER_2,
			// ORDER_TYPE_CLOSE_LONG,
			// negate(size),
			// profitId -> {
			// elemLong.addLongStopLossOrderId(profitId);
			// GridElement.refreshIndices();
			// log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", longTime, triggerPrice, profitId);
			// }
			// );
			// }

			if (config.isDualStopLossEnabled()) {
			placeCustomStopLosses();
			} else {
			placeDefaultStopLossLadders();
			}

			state = StrategyState.ACTIVE;
			log.info("[Gate] 网格队列已生成, 空队首:{} → 尾:{}, 多队首:{} → 尾:{}, 已激活",
			shortPriceQueue.get(0), shortPriceQueue.get(shortPriceQueue.size() - 1),
			longPriceQueue.get(0), longPriceQueue.get(longPriceQueue.size() - 1));
			}
			}

			// ========== 自定义止损（按触发价各挂一单） ==========

			/**
			* 自定义止损初始化：按多空止损触发价匹配最近网格，各挂一张覆盖全仓位（baseQuantity）的止损单。
			* 多仓止损：NUMBER_2（价格 ≤ 触发价平多），空仓止损：NUMBER_1（价格 ≥ 触发价平空）。
			*/
			private void placeCustomStopLosses() {
			dualStopLossModeActive.set(true);
			String baseQty = config.getBaseQuantity();
			BigDecimal longPrice = config.getLongStopLossPrice();
			BigDecimal shortPrice = config.getShortStopLossPrice();

			if (longPrice != null && longPrice.compareTo(BigDecimal.ZERO) > 0) {
			GridElement longElem = findNearestGridElementByPrice(longPrice);
			if (longElem != null) {
			BigDecimal triggerPrice = longElem.getGridPrice();
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(baseQty),
			profitId -> {
			longElem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 自定义多仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
			longPrice, longElem.getId(), triggerPrice, profitId);
			}
			);
			} else {
			log.warn("[Gate] 自定义多仓止损价:{} 未匹配到任何网格", longPrice);
			}
			}

			if (shortPrice != null && shortPrice.compareTo(BigDecimal.ZERO) > 0) {
			GridElement shortElem = findNearestGridElementByPrice(shortPrice);
			if (shortElem != null) {
			BigDecimal triggerPrice = shortElem.getGridPrice();
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			baseQty,
			profitId -> {
			shortElem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 自定义空仓止损已挂, 目标价:{}, 匹配gridId:{}, 触发价:{}, stopLossId:{}",
			shortPrice, shortElem.getId(), triggerPrice, profitId);
			}
			);
			} else {
			log.warn("[Gate] 自定义空仓止损价:{} 未匹配到任何网格", shortPrice);
			}
			}
			log.info("[Gate] 自定义止损初始化完成, 多仓止损价:{}, 空仓止损价:{}", longPrice, shortPrice);
			}

			/**
			* 默认止损阶梯（原有逻辑）：空仓从 ID=2 向上、多仓从 ID=-2 向下，各挂 baseQuantity/quantity 格、每格 quantity 张。
			*/
			private void placeDefaultStopLossLadders() {
			placeDefaultShortStopLossLadder();
			placeDefaultLongStopLossLadder();
			int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			log.info("[Gate] 止损止盈单已全部挂完, 空仓止损:2~{}, 多仓止损:-2~-{}", shortTime, longTime);
			}

			/**
			* 默认空仓止损阶梯：从 ID=2 向上挂，每格 quantity 张，NUMBER_1（价格 ≥ 触发价平空）。
			*/
			private void placeDefaultShortStopLossLadder() {
			int shortTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = 2; id <= shortTime; id++) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT,
			size,
			profitId -> {
			elem.addShortStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 空仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}
			}

			/**
			* 默认多仓止损阶梯：从 ID=-2 向下挂，每格 quantity 张，NUMBER_2（价格 ≤ 触发价平多）。
			*/
			private void placeDefaultLongStopLossLadder() {
			int longTime = Integer.parseInt(config.getBaseQuantity()) / Integer.parseInt(config.getQuantity()) + 1;
			for (int id = -2; id >= -longTime; id--) {
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			continue;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			String size = config.getQuantity();
			int finalId = id;
			executor.placeTakeProfit(
			triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG,
			negate(size),
			profitId -> {
			elem.addLongStopLossOrderId(profitId);
			GridElement.refreshIndices();
			log.info("[Gate] 多仓止损已挂, gridId:{}, 触发价:{}, stopLossId:{}", finalId, triggerPrice, profitId);
			}
			);
			}
			}

			/**
			* 按「价格 → 最近网格」匹配：返回 gridPrice 与目标价绝对值差最小的网格元素。
			*/
			private GridElement findNearestGridElementByPrice(BigDecimal price) {
			if (price == null \|\| price.compareTo(BigDecimal.ZERO) <= 0) {
			return null;
			}
			GridElement nearest = null;
			BigDecimal minDiff = null;
			for (GridElement e : config.getGridElements()) {
			BigDecimal diff = e.getGridPrice().subtract(price).abs();
			if (minDiff == null \|\| diff.compareTo(minDiff) < 0) {
			minDiff = diff;
			nearest = e;
			}
			}
			return nearest;
			}

			/**
			* 只取消空仓止损单（保留空仓止盈），用于自定义止损首次触发时重挂未触发侧。
			*/
			private void cancelAllShortStopLossesOnly() {
			for (GridElement e : config.getGridElements()) {
			for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			e.clearShortStopLossOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有空仓止损（保留止盈）");
			}

			/**
			* 只取消多仓止损单（保留多仓止盈），用于自定义止损首次触发时重挂未触发侧。
			*/
			private void cancelAllLongStopLossesOnly() {
			for (GridElement e : config.getGridElements()) {
			for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			e.clearLongStopLossOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有多仓止损（保留止盈）");
			}

			/**
			* 更新基座止盈信息，将止盈价、订单ID等写入 TraderParam 并回填到 ID=0 的网格元素中。
			*/
			private void longTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			if (flag && profitId != null) {
			// 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(true);
			baseElement.addLongTakeProfitOrderId(profitId);
			} else {
			// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
			tp.setTakeProfitPlaced(false);
			if (profitId != null) {
			baseElement.removeLongTakeProfitOrderId(profitId);
			if (!baseElement.hasLongTakeProfitOrders()) {
			tp.setTakeProfitOrderId(null);
			}
			} else {
			baseElement.clearLongTakeProfitOrderIds();
			tp.setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			}
			private void shortTakeProfitTraderIdParam(
			GridElement baseElement,String profitId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			if (flag && profitId != null) {
			// 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
			tp.setTakeProfitOrderId(profitId);
			tp.setTakeProfitPlaced(true);
			baseElement.addShortTakeProfitOrderId(profitId);
			} else {
			// 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
			tp.setTakeProfitPlaced(false);
			if (profitId != null) {
			baseElement.removeShortTakeProfitOrderId(profitId);
			if (!baseElement.hasShortTakeProfitOrders()) {
			tp.setTakeProfitOrderId(null);
			}
			} else {
			baseElement.clearShortTakeProfitOrderIds();
			tp.setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			}

			private void longEntryTraderIdParam(
			GridElement baseElement,String entryId,boolean flag
			) {
			TraderParam tp = baseElement.getLongTraderParam();
			tp.setEntryOrderId(entryId);
			tp.setEntryOrderPlaced(flag);
			if (flag && entryId != null) {
			baseElement.addLongOrderId(entryId);
			baseElement.setHasLongOrder(true);
			} else if (!flag && entryId != null) {
			baseElement.removeLongOrderId(entryId);
			// 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
			baseElement.setHasLongOrder(baseElement.hasLongOrderIds());
			}
			GridElement.refreshIndices();
			}

			private void shortEntryTraderIdParam(
			GridElement baseElement, String entryId, boolean flag
			) {
			TraderParam tp = baseElement.getShortTraderParam();
			tp.setEntryOrderId(entryId);
			tp.setEntryOrderPlaced(flag);
			if (flag && entryId != null) {
			baseElement.addShortOrderId(entryId);
			baseElement.setHasShortOrder(true);
			} else if (!flag && entryId != null) {
			baseElement.removeShortOrderId(entryId);
			// 只有列表全部清空才关闭预置标志，避免还有未成交挂单时被 processGrid 误判
			baseElement.setHasShortOrder(baseElement.hasShortOrderIds());
			}
			GridElement.refreshIndices();
			}

			/**
			* 生成空仓价格队列（等比 / 复合百分比网格）。
			*
			* <p>每个网格价 = 上一档 × (1 − gridRate)，即自 shortBaseEntryPrice 向下等比递减：
			* <pre>
			* 第1档 = shortBaseEntryPrice × (1 − gridRate)
			* 第2档 = 第1档 × (1 − gridRate)
			* ...
			* </pre>
			* 档间距 = 该档价格 × gridRate，随价格下降而收窄。
			*
			* <p>同时将 step（= shortBaseEntryPrice × gridRate，即 0档与 ±1档的间距）注入 config，
			* 供跨度重启等需要固定距离度量的功能使用。
			*
			* <p>队列降序排列（大→小），方便 processShortGrid 中从头遍历。
			*/
			private void generateShortQueue() {
			shortPriceQueue.clear();
			BigDecimal step = config.getGridRate();
			for (int i = 1; i <= config.getGridQueueSize(); i++) {
			shortPriceQueue.add(shortBaseEntryPrice.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
			totalShortPriceQueue.clear();
			totalLongPriceQueue.clear();
			int prec = config.getPriceScale();
			BigDecimal gridRate = config.getGridRate();
			// 首档间距 = 基价 × gridRate（0档与±1档的间距），保留作跨度等固定距离度量
			BigDecimal step = shortBaseEntryPrice.multiply(gridRate).setScale(prec, RoundingMode.HALF_UP);
			config.setStep(step);
			BigDecimal factor = BigDecimal.ONE.subtract(gridRate);
			BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			shortPriceQueue.add(elem);
			totalLongPriceQueue.add(elem);
			totalShortPriceQueue.add(elem);

			elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			if (elem.compareTo(BigDecimal.ZERO) <= 0) {
			break;
			}
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			//输出队列：shortPriceQueue;
			log.info("[Gate] 空队列:{}", shortPriceQueue);
			log.info("[Gate] 空队列(等比):{}", shortPriceQueue);
			}

			/**
			* 生成多仓价格队列（等比 / 复合百分比网格）。
			*
			* <p>每个网格价 = 上一档 × (1 + gridRate)，即自 shortBaseEntryPrice 向上等比递增：
			* <pre>
			* 第1档 = shortBaseEntryPrice × (1 + gridRate)
			* 第2档 = 第1档 × (1 + gridRate)
			* ...
			* </pre>
			* 档间距 = 该档价格 × gridRate，随价格上升而放大；
			* 与空仓队列（下方 ×(1−gridRate)）关于基价对称，保证上下网格连续一致。
			*
			* <p>队列升序排列（小→大），方便 processLongGrid 中从头遍历。
			*/
			private void generateLongQueue() {
			longPriceQueue.clear();
			BigDecimal step = config.getGridRate();
			for (int i = 1; i <= config.getGridQueueSize(); i++) {
			longPriceQueue.add(longBaseEntryPrice.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP));
			int prec = config.getPriceScale();
			BigDecimal factor = BigDecimal.ONE.add(config.getGridRate());
			BigDecimal elem = shortBaseEntryPrice.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			for (int i = 0; i < config.getGridQueueSize(); i++) {
			longPriceQueue.add(elem);
			totalLongPriceQueue.add(elem);
			totalShortPriceQueue.add(elem);
			elem = elem.multiply(factor).setScale(prec, RoundingMode.HALF_UP);
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			log.info("[Gate] 多队列:{}", longPriceQueue);
			log.info("[Gate] 多队列(等比):{}", longPriceQueue);
			totalShortPriceQueue.sort((a, b) -> b.compareTo(a));
			log.info("[Gate] 队列从大到小:{}", totalShortPriceQueue);
			totalLongPriceQueue.sort(BigDecimal::compareTo);
			log.info("[Gate] 队列从小到大:{}", totalLongPriceQueue);
			}

			/**
			* 空仓网格处理（价格跌破空仓队列中的高价）。
			* 根据当前多空价格队列同步构建网格元素列表，写入 config。
			*
			* <h3>匹配规则</h3>
			* 遍历空仓队列（降序），收集所有大于当前价的元素为 matched。
			* 队列为降序排列，一旦遇 price ≤ currentPrice 即停止遍历。
			* <h3>ID 分配规则</h3>
			* <ul>
			* <li>空仓队列：id 从 -1 自减（-1, -2, -3...），第一个元素 upId=0，最后一个 downId=null</li>
			* <li>位置 0：gridPrice=shortBaseEntryPrice，upId=-1，downId=1，其数据在基座开仓时更新</li>
			* <li>多仓队列：id 从 1 自增（1, 2, 3...），第一个元素 upId=0，最后一个 downId=null</li>
			* </ul>
			*
			* <h3>执行流程</h3>
			* <ol>
			* <li>匹配队列元素 → 为空则直接返回</li>
			* <li>保证金检查 → 安全则开空一次</li>
			* <li>额外反向开多：若多仓均价 > 空仓均价且当前价夹在中间且远离多仓均价</li>
			* <li>空仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 − gridRate) 循环递减）</li>
			* <li>多仓队列：以多仓队列首元素（最小价）为种子，生成 matched.size() 个递减元素加入</li>
			* </ol>
			*
			* <h3>多仓队列转移过滤</h3>
			* 新增元素若与多仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
			* <h3>链表关系</h3>
			* 所有元素通过 upId/downId 串成一条双向链表：
			* ... → -3 → -2 → -1 → 0 → 1 → 2 → 3 → ...
			*/
			private void processShortGrid(BigDecimal currentPrice) {
			List<BigDecimal> matched = new ArrayList<>();
			synchronized (shortPriceQueue) {
			for (BigDecimal p : shortPriceQueue) {
			if (p.compareTo(currentPrice) > 0) {
			matched.add(p);
			} else {
			break;
			}
			}
			}
			log.info("[Gate] 原空队列:{}", shortPriceQueue);
			if (matched.isEmpty()) {
			log.info("[Gate] 空仓队列未触发, 当前价:{}", currentPrice);
			return;
			}
			log.info("[Gate] 空仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过空单开仓");
			} else {
			executor.openShort(negate(config.getQuantity()), null, null);
			if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& longEntryPrice.compareTo(shortEntryPrice) > 0
			&& currentPrice.compareTo(shortEntryPrice) > 0
			&& currentPrice.compareTo(longEntryPrice.multiply(BigDecimal.ONE.subtract(config.getGridRate()))) < 0) {
			executor.openLong(config.getQuantity(), null, null);
			log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离多仓均价, 额外开多一次, 当前价:{}", currentPrice);
			}
			private void updateGridElements() {
			List<GridElement> elements = new ArrayList<>();
			int shortSize = shortPriceQueue.size();
			int longSize = longPriceQueue.size();
			//根据精度转换成小数
			int prec = config.getPriceScale();
			// 等比网格：止盈价与本档相邻网格价联动 = 本档价 × (1 ± gridRate)
			BigDecimal tpUpFactor = BigDecimal.ONE.add(config.getGridRate());
			BigDecimal tpDownFactor = BigDecimal.ONE.subtract(config.getGridRate());
			// String qty = config.getBaseQuantity();
			String qty = config.getQuantity();

			// 空仓队列：id 从 -1 自减, shortPriceQueue[i] → id=-(i+1)
			for (int i = 0; i < shortSize; i++) {
			int id = -(i + 1);
			Integer upId = (i == 0) ? 0 : id + 1;
			Integer downId = (i == shortSize - 1) ? null : id - 1;
			BigDecimal price = shortPriceQueue.get(i);
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(id)
			.gridPrice(price)
			.upId(upId)
			.downId(downId)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			synchronized (shortPriceQueue) {
			shortPriceQueue.removeAll(matched);
			BigDecimal min = shortPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : shortPriceQueue.get(shortPriceQueue.size() - 1);
			BigDecimal step = config.getGridRate();
			for (int i = 0; i < matched.size(); i++) {
			min = min.multiply(BigDecimal.ONE.subtract(step)).setScale(1, RoundingMode.HALF_UP);
			shortPriceQueue.add(min);
			}
			shortPriceQueue.sort(BigDecimal::compareTo);

			log.info("[Gate] 现空队列:{}", shortPriceQueue);
			// 位置 0：基底价格，数据在基座开仓时更新
			{
			BigDecimal price = shortBaseEntryPrice;
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(0)
			.gridPrice(price)
			.upId(longSize > 0 ? 1 : null)
			.downId(shortSize > 0 ? -1 : null)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			synchronized (longPriceQueue) {
			BigDecimal first = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(0);
			BigDecimal step = config.getGridRate();
			int added = 0;
			for (int i = 1; i <= matched.size(); i++) {
			BigDecimal elem = first.multiply(BigDecimal.ONE.subtract(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
			if (longEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& elem.subtract(longEntryPrice).abs().compareTo(longEntryPrice.multiply(step)) < 0) {
			continue;
			}
			longPriceQueue.add(elem);
			added++;
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			while (longPriceQueue.size() > config.getGridQueueSize()) {
			longPriceQueue.remove(longPriceQueue.size() - 1);
			}
			log.info("[Gate] 现多队列:{}, 跳过{}个(贴近多仓均价)", longPriceQueue, matched.size() - added);
			// 多仓队列：id 从 1 自增, longPriceQueue[i] → id=i+1
			for (int i = 0; i < longSize; i++) {
			int id = i + 1;
			Integer downId = (i == 0) ? 0 : id - 1;
			Integer upId = (i == longSize - 1) ? null : id + 1;
			BigDecimal price = longPriceQueue.get(i);
			TraderParam longParam = TraderParam.builder()
			.direction(TraderParam.Direction.LONG)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpUpFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			TraderParam shortParam = TraderParam.builder()
			.direction(TraderParam.Direction.SHORT)
			.entryPrice(price)
			.takeProfitPrice(price.multiply(tpDownFactor).setScale(prec, RoundingMode.HALF_UP))
			.quantity(qty)
			.build();
			elements.add(GridElement.builder()
			.id(id)
			.gridPrice(price)
			.upId(upId)
			.downId(downId)
			.longTraderParam(longParam)
			.shortTraderParam(shortParam)
			.build());
			}

			config.setGridElements(elements);
			log.info("[Gate] 网格元素列表已构建, 共{}个元素 (空仓:{} 位置:0 多仓:{})", elements.size(), shortSize, longSize);
			}

			/**
			* 多仓网格处理（价格涨破多仓队列中的低价）。
			*
			* <h3>匹配规则</h3>
			* 遍历多仓队列（升序），收集所有小于当前价的元素为 matched。
			* 队列为升序排列，一旦遇 price ≥ currentPrice 即停止遍历。
			*
			* <h3>执行流程</h3>
			* <ol>
			* <li>匹配队列元素 → 为空则直接返回</li>
			* <li>保证金检查 → 安全则开多一次</li>
			* <li>额外反向开空：若多仓均价 > 空仓均价且当前价夹在中间且远离空仓均价</li>
			* <li>多仓队列：移除 matched 元素，尾部补充新元素（尾价 × (1 + gridRate) 循环递增）</li>
			* <li>空仓队列：以空仓队列首元素（最高价）为种子，生成 matched.size() 个递增元素加入</li>
			* </ol>
			*
			* <h3>空仓队列转移过滤</h3>
			* 新增元素若与空仓持仓均价差距小于 gridRate，则跳过该元素（避免在持仓成本附近生成无效网格线）。
			*/

			/** 多仓仓位归零后，在当前价上方最近网格重新挂多单（遍历 totalLongPriceQueue 升序）。 */
			private void processLongGrid(BigDecimal currentPrice) {
			List<BigDecimal> matched = new ArrayList<>();
			synchronized (longPriceQueue) {
			for (BigDecimal p : longPriceQueue) {
			if (p.compareTo(currentPrice) < 0) {
			matched.add(p);
			} else {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalLongPriceQueue) {
			for (BigDecimal p : totalLongPriceQueue) {
			if (p.compareTo(currentPrice) >= 0) {
			matched = p;
			break;
			}
			}
			}
			log.info("[Gate] 原多队列:{}", longPriceQueue);
			if (matched.isEmpty()) {
			log.info("[Gate] 多仓队列未触发, 当前价:{}", currentPrice);
			return;
			}

			log.info("[Gate] 多仓队列触发, 匹配{}个元素, 当前价:{}", matched.size(), currentPrice);
			if (!isMarginSafe()) {
			log.warn("[Gate] 保证金超限，跳过多单开仓");
			} else {
			executor.openLong(config.getQuantity(), null, null);
			if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& longEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& longEntryPrice.compareTo(shortEntryPrice) > 0
			&& currentPrice.compareTo(shortEntryPrice.multiply(BigDecimal.ONE.add(config.getGridRate()))) > 0
			&& currentPrice.compareTo(longEntryPrice) < 0) {
			executor.openShort(negate(config.getQuantity()), null, null);
			log.info("[Gate] 触发价在多/空持仓价之间且多>空且远离空仓均价, 额外开空一次, 当前价:{}", currentPrice);
			// log.info("[Gate-1] 多仓仓位归零空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (BigDecimal.ZERO.compareTo( matched) == 0) {
			return;
			}
			}

			synchronized (longPriceQueue) {
			longPriceQueue.removeAll(matched);
			BigDecimal max = longPriceQueue.isEmpty() ? matched.get(matched.size() - 1) : longPriceQueue.get(longPriceQueue.size() - 1);
			BigDecimal step = config.getGridRate();
			for (int i = 0; i < matched.size(); i++) {
			max = max.multiply(BigDecimal.ONE.add(step)).setScale(1, RoundingMode.HALF_UP);
			longPriceQueue.add(max);
			}
			longPriceQueue.sort(BigDecimal::compareTo);
			GridElement matchedUpGridElement = GridElement.findByPrice(matched);
			if (matchedUpGridElement != null){
			if (!matchedUpGridElement.isHasLongOrder()){
			Integer upId = matchedUpGridElement.getUpId();
			GridElement newEntryGrid = GridElement.findById(upId);

			log.info("[Gate] 现多队列:{}", longPriceQueue);
			}
			if (newEntryGrid != null) {

			synchronized (shortPriceQueue) {
			BigDecimal first = shortPriceQueue.isEmpty() ? matched.get(0) : shortPriceQueue.get(0);
			BigDecimal step = config.getGridRate();
			int added = 0;
			for (int i = 1; i <= matched.size(); i++) {
			BigDecimal elem = first.multiply(BigDecimal.ONE.add(step.multiply(BigDecimal.valueOf(i)))).setScale(1, RoundingMode.HALF_UP);
			if (shortEntryPrice.compareTo(BigDecimal.ZERO) > 0
			&& elem.subtract(shortEntryPrice).abs().compareTo(shortEntryPrice.multiply(step)) < 0) {
			continue;
			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			// String quantity = String.valueOf(config.getBaseQuantity());


			String quantity = calculateEntryQuantity(true, false, 0);
			// 向下检查是否已有多单挂在更低价格网格，有则跳过（防止价格回升后重复挂单）
			boolean hasLongOrderBelow = false;
			GridElement checkDownCursor = GridElement.findById(newEntryGrid.getDownId());
			while (checkDownCursor != null) {
			if (checkDownCursor.isHasLongOrder()) {
			hasLongOrderBelow = true;
			log.info("[Gate] 多仓仓位归零 gridId:{}, 下方gridId:{}已有多单, 跳过本次挂单",
			newEntryGrid.getId(), checkDownCursor.getId());
			break;
			}
			Integer nextDownId = checkDownCursor.getDownId();
			checkDownCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
			}

			// 向上遍历取消所有遗留多单（跳过基础入场网格0）
			GridElement cancelCursor = GridElement.findById(newEntryGrid.getUpId());
			while (cancelCursor != null) {
			if (cancelCursor.isHasLongOrder()) {
			for (String longOrderId : new ArrayList<>(cancelCursor.getLongOrderIds())) {
			GridElement finalCancelCursor = cancelCursor;
			executor.cancelConditionalOrder(longOrderId, oid -> {
			longEntryTraderIdParam(finalCancelCursor, longOrderId, false);
			log.info("[Gate] 多仓仓位归零, 取消gridId:{}的多单,{}", finalCancelCursor.getId(), longOrderId);
			});
			}
			}
			Integer nextUpId = cancelCursor.getUpId();
			cancelCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
			}
			// log.info("[Gate-2] 多仓仓位归零空仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (!newEntryGrid.isHasLongOrder() && !hasLongOrderBelow) {
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 多仓仓位归零 gridId:{}, 挂{}基础张多单",
			newEntryGrid.getId(), size);
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}
			}
			}
			shortPriceQueue.add(elem);
			added++;
			}
			shortPriceQueue.sort((a, b) -> b.compareTo(a));
			while (shortPriceQueue.size() > config.getGridQueueSize()) {
			shortPriceQueue.remove(shortPriceQueue.size() - 1);
			}

			}

			/** 空仓仓位归零后，在当前价下方最近网格重新挂空单（遍历 totalShortPriceQueue 降序）。 */
			private void processShortGrid(BigDecimal currentPrice) {
			BigDecimal matched = BigDecimal.ZERO;
			synchronized (totalShortPriceQueue) {
			for (BigDecimal p : totalShortPriceQueue) {
			if (p.compareTo(currentPrice) <= 0) {
			matched = p;
			break;
			}
			}
			log.info("[Gate] 现空队列:{}, 跳过{}个(贴近空仓均价)", shortPriceQueue, matched.size() - added);
			// log.info("[Gate-3] 空仓仓位归零多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (BigDecimal.ZERO.compareTo( matched) == 0) {
			return;
			}

			GridElement matchedUpGridElement = GridElement.findByPrice(matched);
			if (matchedUpGridElement != null){
			if(!matchedUpGridElement.isHasShortOrder()){
			Integer downId = matchedUpGridElement.getDownId();
			GridElement newEntryGrid = GridElement.findById(downId);

			if (newEntryGrid != null) {

			// String quantity = String.valueOf((accumulatedShortLossCount + 1) * Integer.parseInt(config.getQuantity()));
			// String quantity = String.valueOf(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()) + Integer.parseInt(config.getQuantity()));
			// String quantity = String.valueOf(config.getBaseQuantity());

			String quantity = calculateEntryQuantity(false, false, 0);
			// 向上检查是否已有空单挂在更高价格网格，有则跳过（防止价格回落后重复挂单）
			boolean hasShortOrderAbove = false;
			GridElement checkUpCursor = GridElement.findById(newEntryGrid.getUpId());
			while (checkUpCursor != null) {
			if (checkUpCursor.isHasShortOrder()) {
			hasShortOrderAbove = true;
			log.info("[Gate] 空仓仓位归零 gridId:{}, 上方gridId:{}已有空单, 跳过本次挂单",
			newEntryGrid.getId(), checkUpCursor.getId());
			break;
			}
			Integer nextUpId = checkUpCursor.getUpId();
			checkUpCursor = nextUpId != null ? GridElement.findById(nextUpId) : null;
			}

			// 向下遍历取消所有遗留空单（跳过基础入场网格0）
			GridElement cancelCursor = GridElement.findById(newEntryGrid.getDownId());
			while (cancelCursor != null) {
			if (cancelCursor.isHasShortOrder()) {
			for (String shortOrderId : new ArrayList<>(cancelCursor.getShortOrderIds())) {
			GridElement finalCancelCursor = cancelCursor;
			executor.cancelConditionalOrder(shortOrderId, oid -> {
			shortEntryTraderIdParam(finalCancelCursor, shortOrderId, false);
			log.info("[Gate] 空仓仓位归零, 取消gridId:{}的空单{}", finalCancelCursor.getId(), shortOrderId);
			});
			}
			}
			Integer nextDownId = cancelCursor.getDownId();
			cancelCursor = nextDownId != null ? GridElement.findById(nextDownId) : null;
			}
			// log.info("[Gate-4] 空仓仓位归零多仓队列触发, 匹配：{}，当前价：{}", matched, currentPrice);
			if (!newEntryGrid.isHasShortOrder() && !hasShortOrderAbove){
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = quantity;
			log.info("[Gate] 空仓仓位归零 gridId:{}, 挂{}基础张空单",
			newEntryGrid.getId(), size);
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}

			}
			}
			}
			}
			}

			// ---- 保证金安全阀 ----
			// ========== 加仓计算 ==========

			private boolean isMarginSafe() {
			try {
			FuturesAccount account = futuresApi.listFuturesAccounts(SETTLE);
			BigDecimal margin = new BigDecimal(account.getPositionInitialMargin());
			BigDecimal ratio = margin.divide(initialPrincipal, 4, RoundingMode.HALF_UP);
			log.debug("[Gate] 保证金比例: {}/{}={}", margin, initialPrincipal, ratio);
			return ratio.compareTo(config.getMarginRatioLimit()) < 0;
			} catch (Exception e) {
			log.warn("[Gate] 查保证金失败，默认放行", e);
			return true;
			/**
			* 根据 {@code stopLossCountMode} 计算当前有效的止损次数。
			* <ul>
			* <li>{@code "single"}（单向）：返回该方向的累计止损次数</li>
			* <li>{@code "dual"}（双向）：返回多空双向累计总次数</li>
			* </ul>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @return 有效止损次数
			*/
			private int getEffectiveStopLossCount(boolean isLong) {
			if ("single".equals(config.getStopLossCountMode())) {
			return isLong ? accumulatedLongLossCount : accumulatedShortLossCount;
			}
			// "dual" — 双向总次数
			return accumulatedLongLossCount + accumulatedShortLossCount;
			}

			/**
			* 根据加仓配置计算入场/追单时的实际下单量。
			* <p>公式：</p>
			* <pre>
			* divisor = addPositionInterval + 1
			* addMultiplier = floor(effectiveStopLossCount / divisor)
			* addQty = addMultiplier × addPositionQuantity
			* finalQty = min(baseQuantity + addQty, upperLimit)
			* </pre>
			* <p>上限 upperLimit：</p>
			* <ul>
			* <li>{@code respectCurrentPosition=false}：{@code upperLimit = maxPositionPerSide}
			* （仓位归零重新入场，仅限制单次下单量）</li>
			* <li>{@code respectCurrentPosition=true}：{@code upperLimit = maxPositionPerSide - 当前持仓}
			* （止损追单，保证单边总持仓 ≤ maxPositionPerSide）</li>
			* </ul>
			*
			* @param isLong {@code true}=多仓方向，{@code false}=空仓方向
			* @param respectCurrentPosition {@code true}=按「单边总持仓 ≤ maxPositionPerSide」扣减当前持仓；{@code false}=仅限制单次下单量
			* @param stopLossSize 本次止损单张数（仅止损追单场景传入，用于修正 REST 时序竞态；其余场景传 0）
			* @return 实际下单张数（字符串）
			*/
			private String calculateEntryQuantity(boolean isLong, boolean respectCurrentPosition, int stopLossSize) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int interval = config.getAddPositionInterval();
			int addQtyPerUnit = config.getAddPositionQuantity();
			int maxPerSide = config.getMaxPositionPerSide();

			int effectiveCount = getEffectiveStopLossCount(isLong);
			int startThreshold = config.getAddPositionStartThreshold();
			if (startThreshold > 0) {
			effectiveCount = Math.max(0, effectiveCount - startThreshold);
			}
			// divisor = interval + 1：interval=0→每次加仓, interval=1→每2次加仓(2,4,6...), interval=3→每4次加仓(4,8,12...)
			int divisor = interval + 1;
			int addMultiplier = interval >= 0 ? effectiveCount / divisor : 0;
			int addQty = addMultiplier * addQtyPerUnit;
			int totalQty = baseQty + addQty;

			if (maxPerSide > 0) {
			int upperLimit = maxPerSide;
			if (respectCurrentPosition) {
			// 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
			// 止损单刚成交、REST 查询可能仍返回止损前持仓（时序竞态），
			// 减去本次止损单张数得到止损后的真实持仓，避免追单量被错误扣减。
			int currentPos = isLong
			? queryPositionSize(Position.ModeEnum.DUAL_LONG)
			: queryPositionSize(Position.ModeEnum.DUAL_SHORT);
			if (stopLossSize > 0) {
			currentPos = Math.max(0, currentPos - stopLossSize);
			}
			upperLimit = maxPerSide - currentPos;
			}
			if (upperLimit <= 0) {
			totalQty = 0;
			} else if (totalQty > upperLimit) {
			totalQty = upperLimit;
			}
			}

			return String.valueOf(totalQty);
			}

			private void handleLongStopLossTriggered(GridElement gridElement, String orderId) {
			gridElement.removeLongStopLossOrderId(orderId);

			int gridId = gridElement.getId();
			boolean sameGrid = (gridId == lastLongStopLossGridId);
			if (sameGrid) {
			log.info("[Gate] 多仓止损触发同网格, 忽略");
			return;
			}

			lastLongStopLossGridId = gridId;

			accumulatedLongLossCount++;
			log.info("[Gate] 多仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedLongLossCount, sameGrid ? "(同网格)" : "");

			// 埋点: STOP_LOSS_TRIGGERED
			emitStats("STOP_LOSS_TRIGGERED", mapOf(
			"direction", "long",
			"gridId", gridId,
			"lossCount", accumulatedLongLossCount
			));
			int newEntryGridId = gridId + 1;

			GridElement newEntryGrid = GridElement.findById(newEntryGridId);
			if (newEntryGrid == null) {
			log.warn("[Gate] 多仓止损触发 but gridId:{} 不存在", newEntryGridId);
			GridElement.refreshIndices();
			return;
			}

			// 止损追单：同一网格可有多笔挂单，不判断 isHasLongOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = calculateEntryQuantity(true, true, Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 多仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(true), config.getBaseQuantity(), size, config.getStopLossCountMode());
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 多仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getLongTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, true, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_1, size);
			}

			// 取消 gridId+2 位置的所有多单
			int cancelGridId = gridId + 2;
			GridElement cancelGrid = GridElement.findById(cancelGridId);
			if (cancelGrid != null && cancelGrid.isHasLongOrder()) {
			for (String cancelOrderId : new ArrayList<>(cancelGrid.getLongOrderIds())) {
			executor.cancelConditionalOrder(cancelOrderId, oid -> {
			longEntryTraderIdParam(cancelGrid, cancelOrderId, false);
			log.info("[Gate] 多仓止损触发, 取消gridId:{}的多单,{}", cancelGridId, cancelOrderId);
			});
			}
			}

			// 自定义止损模式：第一次止损触发时，取消未触发侧（空仓）自定义止损单并重挂默认阶梯
			if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
			cancelAllShortStopLossesOnly();
			placeDefaultShortStopLossLadder();
			log.info("[Gate] 自定义止损首次触发(多仓), 已取消空仓自定义止损并重挂默认阶梯");
			}

			}

			private void handleShortStopLossTriggered(GridElement gridElement, String orderId) {
			gridElement.removeShortStopLossOrderId(orderId);

			int gridId = gridElement.getId();
			boolean sameGrid = (gridId == lastShortStopLossGridId);
			if (sameGrid) {
			log.info("[Gate] 空仓止损触发同网格, 忽略");
			return;
			}
			lastShortStopLossGridId = gridId;
			accumulatedShortLossCount++;
			log.info("[Gate] 空仓止损触发 gridId:{}, 止损次数:{}{}, 开始追单",
			gridId, accumulatedShortLossCount, sameGrid ? "(同网格)" : "");

			// 埋点: STOP_LOSS_TRIGGERED
			emitStats("STOP_LOSS_TRIGGERED", mapOf(
			"direction", "short",
			"gridId", gridId,
			"lossCount", accumulatedShortLossCount
			));
			int newEntryGridId = gridId - 1;

			GridElement newEntryGrid = GridElement.findById(newEntryGridId);
			if (newEntryGrid == null) {
			log.warn("[Gate] 空仓止损触发 but gridId:{} 不存在", newEntryGridId);
			GridElement.refreshIndices();
			return;
			}

			// 止损追单：同一网格可有多笔挂单，不判断 isHasShortOrder，直接挂单
			BigDecimal triggerPrice = newEntryGrid.getGridPrice();
			String size = calculateEntryQuantity(false, true, Integer.parseInt(config.getQuantity()));
			log.info("[Gate] 空仓止损追单有效次数:{}, 基础:{}张 → 实际:{}张, 模式:{}",
			getEffectiveStopLossCount(false), config.getBaseQuantity(), size, config.getStopLossCountMode());
			if (Integer.parseInt(size) <= 0) {
			log.warn("[Gate] 空仓止损追单当前持仓已达单边上限({}), 跳过挂单", config.getMaxPositionPerSide());
			} else {
			newEntryGrid.getShortTraderParam().setQuantity(size);
			placeEntryOrderWithPreFlag(newEntryGrid, false, triggerPrice,
			FuturesPriceTrigger.RuleEnum.NUMBER_2, negate(size));
			}

			// 取消 gridId-2 位置的所有空单
			int cancelGridId = gridId - 2;
			GridElement cancelGrid = GridElement.findById(cancelGridId);
			if (cancelGrid != null && cancelGrid.isHasShortOrder()) {
			for (String cancelOrderId : new ArrayList<>(cancelGrid.getShortOrderIds())) {
			executor.cancelConditionalOrder(cancelOrderId, oid -> {
			shortEntryTraderIdParam(cancelGrid, cancelOrderId, false);
			log.info("[Gate] 空仓止损触发, 取消gridId:{}的空单,{}", cancelGridId, cancelOrderId);
			});
			}
			}

			// 自定义止损模式：第一次止损触发时，取消未触发侧（多仓）自定义止损单并重挂默认阶梯
			if (config.isDualStopLossEnabled() && dualStopLossModeActive.compareAndSet(true, false)) {
			cancelAllLongStopLossesOnly();
			placeDefaultLongStopLossLadder();
			log.info("[Gate] 自定义止损首次触发(空仓), 已取消多仓自定义止损并重挂默认阶梯");
			}
			}

			// ========== 止盈/止损取消辅助方法 ==========

			/**
			* 止盈触发后检查跨度是否达至要求，满足条件则重启策略。
			*
			* <h3>跨度定义</h3>
			* {@code restartGridSpan} 表示多少倍的绝对步长 step（= 短基价 × gridRate）。
			*
			* <h3>判断逻辑</h3>
			* <ol>
			* <li>多空双边均有持仓：longEntryPrice − shortEntryPrice > span × step</li>
			* <li>仅持多仓：currentPrice − longEntryPrice > span × step</li>
			* <li>仅持空仓：shortEntryPrice − currentPrice > span × step</li>
			* </ol>
			* restartGridSpan=0 时禁用此功能。重启复用仓位归零模式：取消全部条件单 → 平仓 → 延迟启动。
			*/
			private void checkLastTakeProfitAndRestart() {
			int span = config.getRestartGridSpan();
			if (span <= 0) {
			return;
			}

			// 检查是否还有剩余止盈单，只有多空止盈全部清空才继续
			if (GridElement.getLongTakeProfitCount() > 0 \|\| GridElement.getShortTakeProfitCount() > 0) {
			log.info("[Gate] 尚有未触发止盈单, 暂不检查跨度重启 longTpCount:{}, shortTpCount:{}",
			GridElement.getLongTakeProfitCount(), GridElement.getShortTakeProfitCount());
			return;
			}

			BigDecimal step = config.getStep();
			if (step == null \|\| step.compareTo(BigDecimal.ZERO) == 0) {
			return;
			}
			BigDecimal threshold = step.multiply(new BigDecimal(span));

			BigDecimal currentPrice = lastKlinePrice;
			if (currentPrice == null \|\| currentPrice.compareTo(BigDecimal.ZERO) == 0) {
			return;
			}

			// 查交易所获取最新持仓均价和持仓量，不用本地缓存避免 WS 时序竞态
			Position longPos = queryPosition(Position.ModeEnum.DUAL_LONG);
			Position shortPos = queryPosition(Position.ModeEnum.DUAL_SHORT);
			boolean hasLong = longPos != null && Math.abs(Integer.parseInt(longPos.getSize())) > 0;
			boolean hasShort = shortPos != null && Math.abs(Integer.parseInt(shortPos.getSize())) > 0;
			BigDecimal longAvgPrice = (longPos != null && longPos.getEntryPrice() != null)
			? new BigDecimal(longPos.getEntryPrice()) : BigDecimal.ZERO;
			BigDecimal shortAvgPrice = (shortPos != null && shortPos.getEntryPrice() != null)
			? new BigDecimal(shortPos.getEntryPrice()) : BigDecimal.ZERO;

			boolean shouldRestart = false;
			String reason = "";

			if (hasLong && hasShort) {
			// 多空双边持仓：\|多均价 − 空均价\| > span × step
			BigDecimal gap = shortAvgPrice.subtract(longAvgPrice);
			if (gap.compareTo(threshold) >= 0) {
			shouldRestart = true;
			reason = StrUtil.format("双边跨度 \|多均价:{} − 空均价:{}\| = {} >= {} (span:{}×step:{})",
			longAvgPrice, shortAvgPrice, gap, threshold, span, step);
			}
			} else if (hasLong) {
			// 仅持多仓：当前价 − 多均价 > span × step
			BigDecimal gap = currentPrice.subtract(longAvgPrice);
			if (gap.compareTo(threshold) >= 0) {
			shouldRestart = true;
			reason = StrUtil.format("多仓跨度当前价:{} − 多均价:{} = {} > {} (span:{}×step:{})",
			currentPrice, longAvgPrice, gap, threshold, span, step);
			}
			} else if (hasShort) {
			// 仅持空仓：空均价 − 当前价 > span × step
			BigDecimal gap = shortAvgPrice.subtract(currentPrice);
			if (gap.compareTo(threshold) >= 0) {
			shouldRestart = true;
			reason = StrUtil.format("空仓跨度空均价:{} − 当前价:{} = {} > {} (span:{}×step:{})",
			shortAvgPrice, currentPrice, gap, threshold, span, step);
			}
			}

			if (shouldRestart) {
			log.info("[Gate] 跨度已达要求 → {}，最后一个止盈触发策略重启", reason);
			try {
			futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
			} catch (ApiException ex) {
			log.warn("[Gate] 重启前清理条件单失败", ex);
			}
			closeExistingPositions();
			state = StrategyState.STOPPED;
			executor.submitTask(() -> {
			try { Thread.sleep(3000); } catch (InterruptedException ex) { Thread.currentThread().interrupt(); }
			startGrid();
			});
			}
			}

			/**
			* 取消最近的多仓止损订单（A 位置，gridId 最大即最接近 0）。
			* 多仓止损在 gridId 负方向，A = gridId-2，是三个位置中 ID 最大（最接近 0）的那个。
			*/
			private void cancelNearestLongStopLoss() {
			GridElement nearest = null;
			for (GridElement e : config.getGridElements()) {
			if (e.hasLongStopLossOrders()) {
			if (nearest == null \|\| e.getId() > nearest.getId()) {
			nearest = e;
			}
			}
			}
			if (nearest != null && nearest.hasLongStopLossOrders()) {
			List<String> ids = nearest.getLongStopLossOrderIds();
			String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
			nearest.removeLongStopLossOrderId(slId);
			GridElement.refreshIndices();
			GridElement finalNearest = nearest;
			executor.cancelConditionalOrder(slId, oid ->
			log.info("[Gate] 止盈触发, 取消最近多仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
			}
			}

			/**
			* 取消最近的空仓止损订单（A 位置，gridId 最小即最接近 0）。
			* 空仓止损在 gridId 正方向，A = gridId+2，是三个位置中 ID 最小（最接近 0）的那个。
			*/
			private void cancelNearestShortStopLoss() {
			GridElement nearest = null;
			for (GridElement e : config.getGridElements()) {
			if (e.hasShortStopLossOrders()) {
			if (nearest == null \|\| e.getId() < nearest.getId()) {
			nearest = e;
			}
			}
			}
			if (nearest != null && nearest.hasShortStopLossOrders()) {
			List<String> ids = nearest.getShortStopLossOrderIds();
			String slId = ids.get(0); // 取第一个（最早加入的 = A 位置第一单）
			nearest.removeShortStopLossOrderId(slId);
			GridElement.refreshIndices();
			GridElement finalNearest = nearest;
			executor.cancelConditionalOrder(slId, oid ->
			log.info("[Gate] 止盈触发, 取消最近空仓止损 gridId:{}, orderId:{}", finalNearest.getId(), slId));
			}
			}

			/**
			* 取消所有多仓止盈 + 多仓止损订单（加仓后重建前清场）。
			*/
			private void cancelAllLongTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			for (String tpId : new ArrayList<>(e.getLongTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			e.clearLongTakeProfitOrderIds();
			if (e.getLongTraderParam() != null) {
			e.getLongTraderParam().setTakeProfitPlaced(false);
			e.getLongTraderParam().setTakeProfitOrderId(null);
			}
			for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			e.clearLongStopLossOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有多仓止盈+止损");
			}

			/**
			* 取消所有空仓止盈 + 空仓止损订单（加仓后重建前清场）。
			*/
			private void cancelAllShortTakeProfitsAndStopLosses() {
			for (GridElement e : config.getGridElements()) {
			for (String tpId : new ArrayList<>(e.getShortTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			e.clearShortTakeProfitOrderIds();
			if (e.getShortTraderParam() != null) {
			e.getShortTraderParam().setTakeProfitPlaced(false);
			e.getShortTraderParam().setTakeProfitOrderId(null);
			}
			for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
			executor.cancelConditionalOrder(slId, oid -> {});
			}
			e.clearShortStopLossOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有空仓止盈+止损");
			}

			/**
			* 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
			*/
			private void cancelAllInitialTakeProfits() {
			GridElement tpElemLong = GridElement.findById(3);
			if (tpElemLong != null) {
			for (String tpId : new ArrayList<>(tpElemLong.getLongTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			tpElemLong.clearLongTakeProfitOrderIds();
			if (tpElemLong.getLongTraderParam() != null) {
			tpElemLong.getLongTraderParam().setTakeProfitPlaced(false);
			tpElemLong.getLongTraderParam().setTakeProfitOrderId(null);
			}
			}

			GridElement tpElemShort = GridElement.findById(-3);
			if (tpElemShort != null) {
			for (String tpId : new ArrayList<>(tpElemShort.getShortTakeProfitOrderIds())) {
			executor.cancelConditionalOrder(tpId, oid -> {});
			}
			tpElemShort.clearShortTakeProfitOrderIds();
			if (tpElemShort.getShortTraderParam() != null) {
			tpElemShort.getShortTraderParam().setTakeProfitPlaced(false);
			tpElemShort.getShortTraderParam().setTakeProfitOrderId(null);
			}
			}
			GridElement.refreshIndices();
			log.info("[Gate] 首次成交，取消所有初始化止盈单");
			}

			// ========== 止损追单（新逻辑：3 个固定位置，每个位置挂多个 1 张止损单） ==========

			/**
			* 多仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
			* aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
			*/
			private void extendLongStopLoss(int filledQty, int gridId) {
			int qty = Integer.parseInt(config.getQuantity());
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int gridCount = baseQty / qty;
			GridElement entryElem = GridElement.findById(gridId);
			if (gridCount <= 0 \|\| filledQty < qty) {
			// 早期返回需重置防重入标记
			if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
			return;
			}

			// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
			int totalOrders = filledQty / qty;
			int[] orders = new int[gridCount];

			if (gridCount == 1) {
			// 只有1个网格，全量挂在上面
			orders[0] = totalOrders;
			} else {
			// 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
			orders[0] = totalOrders - (gridCount - 1);
			if (orders[0] < 1) {
			// 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
			orders[0] = totalOrders;
			} else {
			for (int i = 1; i < gridCount; i++) {
			orders[i] = 1;
			}
			}
			}

			// 计算总订单数，用于异步回调完成时重置防重入标记
			int totalOrdersToPlace = 0;
			for (int i = 0; i < gridCount; i++) {
			if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
			}
			if (totalOrdersToPlace == 0) {
			if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
			return;
			}
			AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

			StringBuilder detail = new StringBuilder();
			for (int i = 0; i < gridCount; i++) {
			if (orders[i] > 0) {
			int sgId = gridId - 2 - i;
			placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_2,
			ORDER_TYPE_CLOSE_LONG, true, remainCount, entryElem);
			if (detail.length() > 0) {
			detail.append(" ");
			}
			detail.append(sgId).append("x").append(orders[i]);
			}
			}

			log.info("[Gate] 多仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
			filledQty, gridId, gridCount, detail);
			}

			/**
			* 空仓止损追单 — 网格数量 = baseQuantity/quantity，从近到远分配。
			* aCount<0跳过, aCount=0→主=2, aCount=1→主=2,辅0=1, aCount>=2→主=aCount,辅依次填1
			*/
			private void extendShortStopLoss(int filledQty, int gridId) {
			int qty = Integer.parseInt(config.getQuantity());
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int gridCount = baseQty / qty;
			GridElement entryElem = GridElement.findById(gridId);
			if (gridCount <= 0 \|\| filledQty < qty) {
			// 早期返回需重置防重入标记
			if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
			return;
			}

			// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
			int totalOrders = filledQty / qty;
			int[] orders = new int[gridCount];

			if (gridCount == 1) {
			// 只有1个网格，全量挂在上面
			orders[0] = totalOrders;
			} else {
			// 最近网格(orders[0])挂剩余张数，其余每个网格各挂1张
			orders[0] = totalOrders - (gridCount - 1);
			if (orders[0] < 1) {
			// 订单数不够覆盖所有网格(理论上不会出现)，全量挂在最近网格
			orders[0] = totalOrders;
			} else {
			for (int i = 1; i < gridCount; i++) {
			orders[i] = 1;
			}
			}
			}

			// 计算总订单数，用于异步回调完成时重置防重入标记
			int totalOrdersToPlace = 0;
			for (int i = 0; i < gridCount; i++) {
			if (orders[i] > 0) { totalOrdersToPlace += orders[i]; }
			}
			if (totalOrdersToPlace == 0) {
			if (entryElem != null) { entryElem.setExtendStopLossInProgress(false); }
			return;
			}
			AtomicInteger remainCount = new AtomicInteger(totalOrdersToPlace);

			StringBuilder detail = new StringBuilder();
			for (int i = 0; i < gridCount; i++) {
			if (orders[i] > 0) {
			int sgId = gridId + 2 + i;
			placeStopLossOrders(sgId, orders[i], qty, FuturesPriceTrigger.RuleEnum.NUMBER_1,
			ORDER_TYPE_CLOSE_SHORT, false, remainCount, entryElem);
			if (detail.length() > 0) {
			detail.append(" ");
			}
			detail.append(sgId).append("x").append(orders[i]);
			}
			}

			log.info("[Gate] 空仓追挂止损, 成交{}张, gridId:{}, 网格数:{}, 分配:{}",
			filledQty, gridId, gridCount, detail);
			}

			/**
			* 延展完成后重挂止损（处理被跳过的入场单成交）。
			* 取消已有止损单并用最新仓位重新挂单，确保止损覆盖最新持仓数。
			*/
			private void reExtendLongStopLoss(GridElement entryElem) {
			if (entryElem.isExtendStopLossInProgress()) {
			log.info("[Gate] 多仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
			return;
			}
			entryElem.setExtendStopLossInProgress(true);
			cancelAllLongTakeProfitsAndStopLosses();
			int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			log.info("[Gate] 多仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
			extendLongStopLoss(latestPos, entryElem.getId());
			}

			private void reExtendShortStopLoss(GridElement entryElem) {
			if (entryElem.isExtendStopLossInProgress()) {
			log.info("[Gate] 空仓重挂止损跳过, entryGridId:{}, 仍在进行中", entryElem.getId());
			return;
			}
			entryElem.setExtendStopLossInProgress(true);
			cancelAllShortTakeProfitsAndStopLosses();
			int latestPos = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			log.info("[Gate] 空仓重挂止损, entryGridId:{}, 最新仓位:{}张", entryElem.getId(), latestPos);
			extendShortStopLoss(latestPos, entryElem.getId());
			}

			/**
			* 在指定网格位置挂 count 个独立止损单，每个 size 张。
			*/
			private void placeStopLossOrders(int gridId, int count, int qty,
			FuturesPriceTrigger.RuleEnum rule,
			String orderType, boolean isLong,
			AtomicInteger remainCount,
			GridElement entryElement) {
			if (count <= 0) {
			return;
			}
			GridElement elem = GridElement.findById(gridId);
			if (elem == null) {
			log.warn("[Gate] 止损挂单位置不存在, gridId:{}", gridId);
			// 即使挂单位置不存在也需递减计数器，避免标志永不重置
			if (remainCount != null && entryElement != null) {
			for (int i = 0; i < count; i++) {
			if (remainCount.decrementAndGet() == 0) {
			entryElement.setExtendStopLossInProgress(false);
			log.info("[Gate] {}止损追单全部完成(部分位置缺失), entryGridId:{}, 防重入标记已重置",
			isLong ? "多仓" : "空仓", entryElement.getId());
			// 检查待重挂请求
			if (entryElement.isPendingStopLossReExtend()) {
			entryElement.setPendingStopLossReExtend(false);
			if (isLong) {
			reExtendLongStopLoss(entryElement);
			} else {
			reExtendShortStopLoss(entryElement);
			}
			}
			}
			}
			}
			return;
			}
			BigDecimal triggerPrice = elem.getGridPrice();
			for (int i = 0; i < count; i++) {
			String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
			int finalGridId = gridId;
			int finalI = i;
			executor.placeTakeProfit(
			triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			elem.addLongStopLossOrderId(profitId);
			} else {
			elem.addShortStopLossOrderId(profitId);
			}
			GridElement.refreshIndices();
			log.info("[Gate] {}止损追加, gridId:{}, 触发价:{}, 第{}单, stopLossId:{}",
			isLong ? "多仓" : "空仓", finalGridId, triggerPrice, finalI + 1, profitId);
			// 计数器归零时重置防重入标记，并检查是否有待重挂请求
			if (remainCount != null && remainCount.decrementAndGet() == 0 && entryElement != null) {
			entryElement.setExtendStopLossInProgress(false);
			log.info("[Gate] {}止损追单全部完成, entryGridId:{}, 防重入标记已重置",
			isLong ? "多仓" : "空仓", entryElement.getId());
			// 如果有被跳过的入场单成交，用最新仓位重挂一次止损
			if (entryElement.isPendingStopLossReExtend()) {
			entryElement.setPendingStopLossReExtend(false);
			if (isLong) {
			reExtendLongStopLoss(entryElement);
			} else {
			reExtendShortStopLoss(entryElement);
			}
			}
			}
			}
			);
			}
			}

			// ---- 工具 ----

			/**
			* 取反字符串数字。如 "1" → "-1"，"-2" → "2"。
			* 用于开空单时将正数张数转为负数。
			*/
			private String negate(String qty) {
			return qty.startsWith("-") ? qty.substring(1) : "-" + qty;
			}

			/**
			* 预设标志位后提交条件开仓单，防止异步回调导致的竞态重复挂单。
			*
			* <p>在调用 {@link GateTradeExecutor#placeConditionalEntryOrder} 之前同步设置
			* {@code isHasLongOrder / isHasShortOrder}，关闭 WS 线程与 Executor 线程之间的
			* 检查-下单时间窗口。API 失败时自动回滚标志位。
			*
			* @param gridElement 目标网格元素
			* @param isLong true=多仓下单，false=空仓下单
			* @param triggerPrice 触发价
			* @param rule 触发规则
			* @param size 开仓张数
			*/
			private void placeEntryOrderWithPreFlag(GridElement gridElement, boolean isLong,
			BigDecimal triggerPrice,
			FuturesPriceTrigger.RuleEnum rule,
			String size) {
			if (isLong) {
			gridElement.setHasLongOrder(true);
			} else {
			gridElement.setHasShortOrder(true);
			}
			executor.placeConditionalEntryOrder(triggerPrice, rule, size,
			orderId -> {
			if (isLong) {
			longEntryTraderIdParam(gridElement, orderId, true);
			} else {
			shortEntryTraderIdParam(gridElement, orderId, true);
			}
			},
			() -> {
			// 仅当列表为空（无其他有效订单）时才清预置标志，避免误伤其他并发挂单
			if (isLong) {
			if (!gridElement.hasLongOrderIds()) {
			gridElement.setHasLongOrder(false);
			}
			} else {
			if (!gridElement.hasShortOrderIds()) {
			gridElement.setHasShortOrder(false);
			}
			}
			GridElement.refreshIndices();
			log.warn("[Gate] 条件单创建失败 gridId:{}, isLong:{}", gridElement.getId(), isLong);
			}
			);
			}

			/**
			@@ -617,6 +2629,9 @@

			/**
			* 根据配置的 PnLPriceMode 返回计价价格。
			* MARK_PRICE 模式优先使用标记价格（外部注入），未注入时回退到最新成交价。
			*
			* @return 计价价格，可能为 null
			*/
			private BigDecimal resolvePnlPrice() {
			if (config.getUnrealizedPnlPriceMode() == GateConfig.PnLPriceMode.MARK_PRICE
			@@ -626,11 +2641,534 @@
			return lastKlinePrice;
			}

			/** @return 最新 K 线价格（每次 onKline 更新） */
			public BigDecimal getLastKlinePrice() { return lastKlinePrice; }
			/** 设置标记价格（外部注入，MARK_PRICE 模式时用于盈亏计算） */
			public void setMarkPrice(BigDecimal markPrice) { this.markPrice = markPrice; }
			/** @return 策略是否处于活跃状态（非 STOPPED 且非 WAITING_KLINE） */
			public boolean isStrategyActive() { return state != StrategyState.STOPPED && state != StrategyState.WAITING_KLINE; }
			/** @return 当前已完成轮数 */
			public int getCurrentRound() { return currentRound; }
			/** @return 累计已实现盈亏（平仓推送驱动累加） */
			public BigDecimal getCumulativePnl() { return cumulativePnl; }
			/** @return 初始本金 */
			public BigDecimal getInitialPrincipal() { return initialPrincipal; }
			/** @return 当前未实现盈亏（每根 K 线实时计算） */
			public BigDecimal getUnrealizedPnl() { return unrealizedPnl; }
			/** @return Gate 用户 ID（用于私有频道订阅 payload） */
			public Long getUserId() { return userId; }
			/** @return 当前策略状态 */
			public StrategyState getState() { return state; }
			/** 注入WS客户端，用于订阅状态检查 */
			public void setWsClient(GateKlineWebSocketClient wsClient) { this.wsClient = wsClient; }

			// ========== 手动控制（Station 指令） ==========

			/**
			* 手动取消多仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
			*/
			public void cancelLongTakeProfitAndStopLoss() {
			submitManualTask(this::cancelAllLongTakeProfitsAndStopLosses);
			}

			/**
			* 手动取消空仓止盈 + 止损挂单，并同步清理对应 GridElement 的挂单记录。
			*/
			public void cancelShortTakeProfitAndStopLoss() {
			submitManualTask(this::cancelAllShortTakeProfitsAndStopLosses);
			}

			/**
			* 手动重新生成多仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
			* 先撤多仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到空仓第一止损位。
			*/
			public void rebuildLongTakeProfitAndStopLoss() {
			submitManualTask(() -> {
			cancelAllLongTakeProfitsAndStopLosses();
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
			if (posSize <= 0) {
			log.warn("[Gate] 生成多仓止盈止损失败：无多仓持仓");
			return;
			}
			extendLongStopLoss(posSize, 0);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, true);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, true, 0);
			}
			placeBaseTakeProfit(posSize, true, 0);
			log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
			});
			}

			/**
			* 手动重新生成空仓止盈 + 止损挂单，逻辑与挂单成交（onAutoOrder）一致：
			* 先撤空仓所有止盈止损，再按交易所最新持仓重挂止损阶梯，超额部分挂止盈到多仓第一止损位。
			*/
			public void rebuildShortTakeProfitAndStopLoss() {
			submitManualTask(() -> {
			cancelAllShortTakeProfitsAndStopLosses();
			int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
			if (posSize <= 0) {
			log.warn("[Gate] 生成空仓止盈止损失败：无空仓持仓");
			return;
			}
			extendShortStopLoss(posSize, 0);
			if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
			placeExcessTakeProfit(posSize, false);
			} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
			placeDispersedTakeProfit(posSize, false, 0);
			}
			placeBaseTakeProfit(posSize, false, 0);
			log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
			});
			}

			/**
			* 多单平仓：市价平掉多仓 → 撤多仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
			*/
			public void closeLongPosition() {
			submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_LONG, true));
			}

			/**
			* 空单平仓：市价平掉空仓 → 撤空仓所有挂单并更新 GridElement → 交由价格驱动（onKline→processGrid）重新入场。
			*/
			public void closeShortPosition() {
			submitManualTask(() -> closePositionByMode(Position.ModeEnum.DUAL_SHORT, false));
			}

			/**
			* 统一提交手动操作任务。策略停止（executor 已关闭）时直接忽略，避免 RejectedExecutionException。
			*/
			private void submitManualTask(Runnable task) {
			if (state == StrategyState.STOPPED) {
			log.warn("[Gate] 策略已停止，忽略手动操作");
			return;
			}
			executor.submitTask(task);
			}

			/**
			* 按持仓模式市价平仓（reduceOnly + IOC），随后撤该方向所有挂单（止盈/止损/入场单）、
			* 更新 GridElement，并清空 active 与持仓量标记，让价格驱动在下一根 K 线重新挂入场单。
			*
			* @param mode 持仓模式（DUAL_LONG / DUAL_SHORT）
			* @param isLong true=多仓，false=空仓
			*/
			private void closePositionByMode(Position.ModeEnum mode, boolean isLong) {
			String sideLabel = isLong ? "多" : "空";
			// 1. 市价平掉对应方向仓位（价格保护拒绝时重试）
			try {
			Position pos = queryPosition(mode);
			if (pos != null) {
			String sizeStr = pos.getSize();
			long size = Long.parseLong(sizeStr);
			if (size != 0) {
			Position.ModeEnum posMode = pos.getMode();
			FuturesOrder closeOrder = new FuturesOrder();
			closeOrder.setContract(config.getContract());
			closeOrder.setPrice("0");
			closeOrder.setTif(FuturesOrder.TifEnum.IOC);
			closeOrder.setReduceOnly(true);
			if (posMode != null && posMode.getValue() != null && posMode.getValue().contains("dual")) {
			closeOrder.setSize("0");
			closeOrder.setClose(false);
			closeOrder.setAutoSize(size > 0 ? FuturesOrder.AutoSizeEnum.LONG : FuturesOrder.AutoSizeEnum.SHORT);
			} else {
			closeOrder.setSize(size > 0 ? String.valueOf(-size) : String.valueOf(Math.abs(size)));
			}
			closeOrder.setText("t-grid-manual-close");
			for (int attempt = 1; attempt <= CLOSE_POSITION_RETRY_MAX_ATTEMPTS; attempt++) {
			try {
			futuresApi.createFuturesOrder(SETTLE, closeOrder, null);
			log.info("[Gate] 手动平{}仓, size:{}, mode:{}", sideLabel, sizeStr, posMode);
			break;
			} catch (Exception e) {
			if (attempt < CLOSE_POSITION_RETRY_MAX_ATTEMPTS && isPriceProtectionRejected(e)) {
			log.warn("[Gate] 手动平{}仓遭遇价格保护, 第{}次失败, {}ms后重试: {}",
			sideLabel, attempt, CLOSE_POSITION_RETRY_DELAY_MS, e.getMessage());
			try {
			Thread.sleep(CLOSE_POSITION_RETRY_DELAY_MS);
			} catch (InterruptedException ie) {
			Thread.currentThread().interrupt();
			break;
			}
			} else {
			throw e;
			}
			}
			}
			}
			}
			} catch (Exception e) {
			log.warn("[Gate] 手动平{}仓失败", sideLabel, e);
			}

			// 2. 撤该方向所有挂单 + 更新 GridElement
			if (isLong) {
			cancelAllLongTakeProfitsAndStopLosses();
			cancelAllLongEntryOrders();
			longActive = false;
			longPositionSize = BigDecimal.ZERO;
			} else {
			cancelAllShortTakeProfitsAndStopLosses();
			cancelAllShortEntryOrders();
			shortActive = false;
			shortPositionSize = BigDecimal.ZERO;
			}
			log.info("[Gate] {}仓已平仓并清理挂单，交由价格驱动重新入场", sideLabel);
			}

			/**
			* 判断异常是否为市价单价格保护拒绝（{@code MARKET_PRICE_TOO_DEVIATED}）。
			*
			* <p>该错误是交易所对市价单的保护：当盘口价相对最新价偏离超过滑点比率时拒绝下单，
			* 属于瞬时行情错误，等待行情稳定后重试通常可成功。
			*/
			private boolean isPriceProtectionRejected(Exception e) {
			if (e instanceof GateApiException) {
			String label = ((GateApiException) e).getErrorLabel();
			return label != null && label.contains("PRICE_TOO_DEVIATED");
			}
			return false;
			}

			/**
			* 取消所有多仓入场单（条件开仓单），并清空 GridElement 的多仓挂单记录。
			*/
			private void cancelAllLongEntryOrders() {
			for (GridElement e : config.getGridElements()) {
			for (String oid : new ArrayList<>(e.getLongOrderIds())) {
			executor.cancelConditionalOrder(oid, o -> {});
			}
			e.getLongTraderParam().setEntryOrderId(null);
			e.getLongTraderParam().setEntryOrderPlaced(false);
			e.setHasLongOrder(false);
			e.clearLongOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有多仓入场单");
			}

			/**
			* 取消所有空仓入场单（条件开仓单），并清空 GridElement 的空仓挂单记录。
			*/
			private void cancelAllShortEntryOrders() {
			for (GridElement e : config.getGridElements()) {
			for (String oid : new ArrayList<>(e.getShortOrderIds())) {
			executor.cancelConditionalOrder(oid, o -> {});
			}
			e.getShortTraderParam().setEntryOrderId(null);
			e.getShortTraderParam().setEntryOrderPlaced(false);
			e.setHasShortOrder(false);
			e.clearShortOrderIds();
			}
			GridElement.refreshIndices();
			log.info("[Gate] 已提交取消所有空仓入场单");
			}

			// ========== 止损查表辅助方法 ==========

			/** 找到第一个有多仓止损单的网格（首个匹配即返回） */
			private GridElement findFirstLongStopLossGrid() {
			for (GridElement e : config.getGridElements()) {
			if (!e.getLongStopLossOrderIds().isEmpty()) return e;
			}
			return null;
			}

			/** 找到第一个有空仓止损单的网格（首个匹配即返回） */
			private GridElement findFirstShortStopLossGrid() {
			for (GridElement e : config.getGridElements()) {
			if (!e.getShortStopLossOrderIds().isEmpty()) return e;
			}
			return null;
			}

			/**
			* 挂单成交后，将超出基础仓位的部分挂止盈单，挂在对向仓位的第一止损位上。
			*
			* <p>遍历所有 GridElement，找到对向仓位第一个有止损单的网格作为止盈挂单位置。
			*
			* <p>例：空仓成交后持仓 8 张，基础 4 张 → 超出 4 张，
			* 找到多仓第一止损位（如 gridId=-2）→ 在该位置挂空仓止盈单。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓成交，false=空仓成交
			*/
			private void placeExcessTakeProfit(int posSize, boolean isLong) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int excessQty = posSize - baseQty;
			if (excessQty <= 0) {
			return;
			}

			// 遍历找到对向仓位第一个有止损单的网格
			GridElement tpElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (tpElem == null) {
			log.warn("[Gate] {}止盈挂单失败：未找到对向仓止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int tpGridId = tpElem.getId();

			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			// 多仓止盈：价格≥触发价时平仓(NUMBER_1)；空仓止盈：价格≤触发价时平仓(NUMBER_2)
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(excessQty)) : String.valueOf(excessQty);

			// if (isLong && tpElem.getLongTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getLongTakeProfitOrderId(), oid -> {
			// longTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// } else if (!isLong && tpElem.getShortTakeProfitOrderId() != null) {
			// executor.cancelConditionalOrder(tpElem.getShortTakeProfitOrderId(), oid -> {
			// shortTakeProfitTraderIdParam(tpElem, null, false);
			// log.info("[Gate] 取消旧止盈, gridId:{}, orderId:{}", tpGridId, oid);
			// });
			// }

			String finalSize = size;
			int finalTpGridId = tpGridId;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(tpElem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(tpElem, profitId, true);
			}
			log.info("[Gate] {}止盈挂单, gridId:{}, 触发价:{}, 数量:{}, takeProfitId:{}",
			isLong ? "多仓" : "空仓", finalTpGridId, triggerPrice, finalSize, profitId);
			}
			);
			}

			/**
			* 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，
			* 一直挂到对手盘止损位（包含止损位那一格）。
			*
			* <p>数量分配：每个网格至少挂 1 张；当 excessQty < 网格数时，张数不够则从起点逐格各挂 1 张、
			* 挂满 excessQty 张即停止；当 excessQty ≥ 网格数时，每格 excessQty÷n，余数堆最后一格（即止损位那一格）。
			*
			* <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
			* 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓成交，false=空仓成交
			* @param entryGridId 入场网格 ID
			*/
			private void placeDispersedTakeProfit(int posSize, boolean isLong, int entryGridId) {
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			int excessQty = posSize - baseQty;
			if (excessQty <= 0) {
			return;
			}

			GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (endElem == null) {
			log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int dir = isLong ? 1 : -1;
			int startId = entryGridId + dir;
			// 分配范围到止损位那一格截止（包含止损位）
			int endId = endElem.getId();

			// 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
			boolean valid = isLong ? (endId >= startId) : (endId <= startId);
			if (!valid) {
			placeExcessTakeProfit(posSize, isLong);
			return;
			}

			// 收集区间内全部网格（含两端）
			List<GridElement> gridList = new ArrayList<>();
			int id = startId;
			while (true) {
			GridElement e = GridElement.findById(id);
			if (e == null) {
			break;
			}
			gridList.add(e);
			if (id == endId) {
			break;
			}
			id += dir;
			if (gridList.size() > config.getGridQueueSize() * 2 + 4) {
			break;
			}
			}
			if (gridList.isEmpty() \|\| gridList.get(gridList.size() - 1).getId() != endId) {
			// 未能铺满到终点（网格缺失），退化为集中止盈
			placeExcessTakeProfit(posSize, isLong);
			return;
			}

			int n = gridList.size();
			int perGrid = excessQty / n;
			int remainder = excessQty % n;

			for (int i = 0; i < n; i++) {
			int qty;
			if (excessQty >= n) {
			// 超额仓位 ≥ 网格数：每格 perGrid，余数堆最后一格（即止损位那一格）
			qty = perGrid;
			if (i == n - 1) {
			qty += remainder;
			}
			} else {
			// 超额仓位 < 网格数：前 excessQty 个网格各挂 1 张，其余不挂（避免退化为合并止盈）
			qty = (i < excessQty) ? 1 : 0;
			}
			if (qty <= 0) {
			continue;
			}
			final GridElement elem = gridList.get(i);
			final int gid = elem.getId();
			final BigDecimal triggerPrice = elem.getGridPrice();
			final String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
			final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(elem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(elem, profitId, true);
			}
			log.info("[Gate] 分散止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
			isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
			}
			);
			}
			}

			/**
			* 基础止盈：对基础仓位（baseQuantity）也挂止盈单，与超额止盈并行。
			*
			* <p>规则：从入场网格下一格（entryGridId ± 1）开始，每格 baseTakeProfitPerGrid 张，
			* 最多挂 baseTakeProfitGridCount 格，挂到止损位前 2 格截止（即对手盘仓位线）。
			*
			* <p>边界：累计张数到 min(baseQuantity, 当前持仓) 即停（张数不足则最后一格挂剩余 = "挂几个算几个"）；
			* 网格不足时挂到停止位置结束。
			*
			* @param posSize 当前总持仓张数
			* @param isLong true=多仓止盈，false=空仓止盈
			* @param entryGridId 入场网格 ID
			*/
			private void placeBaseTakeProfit(int posSize, boolean isLong, int entryGridId) {
			BigDecimal perGrid = config.getBaseTakeProfitPerGrid();
			int gridCount = config.getBaseTakeProfitGridCount();
			if (perGrid == null \|\| perGrid.compareTo(BigDecimal.ZERO) <= 0 \|\| gridCount <= 0) {
			return;
			}
			int baseQty = Integer.parseInt(config.getBaseQuantity());
			if (baseQty <= 0) {
			return;
			}
			// 张数硬上限 = min(基础张数, 当前持仓)，避免持仓不足 baseQuantity 时超挂
			int maxQty = Math.min(baseQty, posSize);
			if (maxQty <= 0) {
			return;
			}

			GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
			if (endElem == null) {
			log.warn("[Gate] {}基础止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
			return;
			}
			int dir = isLong ? 1 : -1;
			int startId = entryGridId + dir;
			// 分配范围到止损位前 2 格截止（即对手盘仓位线）
			int endId = endElem.getId() - 2 * dir;

			BigDecimal remaining = BigDecimal.valueOf(maxQty);
			int placed = 0;
			int id = startId;
			while (placed < gridCount && remaining.compareTo(BigDecimal.ZERO) > 0) {
			if (isLong ? id > endId : id < endId) {
			break;
			}
			GridElement elem = GridElement.findById(id);
			if (elem == null) {
			break;
			}
			BigDecimal qty = perGrid.min(remaining);
			final GridElement fe = elem;
			final int gid = id;
			final BigDecimal triggerPrice = elem.getGridPrice();
			final String size = isLong ? negate(qty.toPlainString()) : qty.toPlainString();
			final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(fe, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(fe, profitId, true);
			}
			log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
			isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
			}
			);
			remaining = remaining.subtract(qty);
			placed++;
			id += dir;
			}
			log.info("[Gate] 基础止盈 {} 挂单完成, 入场gridId:{}, 挂{}格, 剩余{}张",
			isLong ? "多仓" : "空仓", entryGridId, placed, remaining);
			}

			/**
			* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
			*/
			private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(qty)) : String.valueOf(qty);
			int gridId = tpElem.getId();
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) {
			longTakeProfitTraderIdParam(tpElem, profitId, true);
			} else {
			shortTakeProfitTraderIdParam(tpElem, profitId, true);
			}
			log.info("[Gate] 止损{}→对手超额止盈 gridId:{}, 量:{}, tpId:{}", times, gridId, qty, profitId);
			}
			);
			}

			/**
			* 挂对手盘止盈单：在对向仓位第一止损位挂止盈。
			* @param isLong true=挂多仓止盈(对空仓), false=挂空仓止盈(对多仓)
			*/
			private void placeOpponentTakeProfit(boolean isLong, int tpQty, int times, int gridId) {
			GridElement tpElem = GridElement.findById(isLong ? gridId + 1 : gridId - 1);
			if (tpElem == null) {
			log.warn("[Gate] 对手止盈挂单失败：未找到止损位");
			return;
			}
			int tpGridId = tpElem.getId();
			BigDecimal triggerPrice = tpElem.getGridPrice();
			String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
			FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
			: FuturesPriceTrigger.RuleEnum.NUMBER_2;
			String size = isLong ? negate(String.valueOf(tpQty)) : String.valueOf(tpQty);
			executor.placeTakeProfit(triggerPrice, rule, orderType, size,
			profitId -> {
			if (isLong) longTakeProfitTraderIdParam(tpElem, profitId, true);
			else shortTakeProfitTraderIdParam(tpElem, profitId, true);
			log.info("[Gate] 止损次数{}→对手{}止盈 gridId:{}, 量:{}, tpId:{}",
			times, isLong ? "多仓" : "空仓", tpGridId, size, profitId);
			}
			);
			}
			}